+1,852.6%
AXON vs MTSI
+514.0%
+1,338.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +3.5% | -7.6% | -5.0% |
| 7D | -14.2% | +1.4% | -15.5% | -14.5% |
| 30D | -15.4% | +2.1% | -17.5% | -17.2% |
| 3M | +0.5% | -29.7% | +30.2% | +7.0% |
| 6M | -9.5% | +12.5% | -22.0% | -17.0% |
| YTD | -9.2% | +57.0% | -66.2% | -25.0% |
| 1Y | -29.4% | +103.9% | -133.3% | -46.6% |
| 3Y | +139.4% | +223.6% | -84.2% | +53.7% |
| 5Y | +178.9% | +321.6% | -142.6% | +63.5% |
| All | +1,852.6% | +514.0% | +1,338.5% | +768.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MTSI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling