+1,617.1%
AXON vs MTSI
+395.1%
+1,222.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -18.4% | +8.5% | -5.4% |
| 7D | -12.7% | -24.6% | +11.9% | -6.7% |
| 30D | -8.6% | -45.7% | +37.1% | +4.8% |
| 3M | -37.2% | -27.7% | -9.5% | -34.4% |
| 6M | +0.5% | -37.3% | +37.8% | +6.2% |
| YTD | -32.6% | +11.1% | -43.8% | -40.6% |
| 1Y | -40.2% | +27.2% | -67.4% | -49.7% |
| 3Y | +76.1% | +153.7% | -77.6% | +17.1% |
| 5Y | +109.5% | +159.0% | -49.5% | +35.5% |
| All | +1,617.1% | +395.1% | +1,222.0% | +763.4% |
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