+1,046.6%
AXON vs MTSI
+465.0%
+581.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -5.6% | +8.3% | +4.0% |
| 7D | +0.8% | +10.0% | -9.2% | -1.7% |
| 30D | -22.8% | -20.3% | -2.4% | -19.9% |
| 3M | -48.8% | -24.4% | -24.3% | -46.9% |
| 6M | -16.3% | -39.2% | +22.9% | -10.8% |
| YTD | -44.5% | +35.5% | -79.9% | -53.8% |
| 1Y | -43.4% | +43.0% | -86.4% | -53.7% |
| 3Y | +44.3% | +196.3% | -152.0% | -8.3% |
| 5Y | +85.1% | +210.0% | -124.9% | +13.5% |
| All | +1,046.6% | +465.0% | +581.6% | +401.2% |
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