+1,304.8%
AXON vs MTSI
+448.7%
+856.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +10.8% | -29.0% | -20.7% |
| 7D | -26.8% | -10.0% | -16.8% | -25.6% |
| 30D | -22.9% | -37.2% | +14.3% | -15.2% |
| 3M | -40.1% | -30.1% | -10.0% | -36.7% |
| 6M | -18.9% | -31.9% | +13.0% | -16.5% |
| YTD | -44.9% | +23.2% | -68.1% | -52.9% |
| 1Y | -46.7% | +26.4% | -73.1% | -54.9% |
| 3Y | +44.3% | +186.2% | -141.8% | -7.5% |
| 5Y | +71.4% | +187.0% | -115.7% | +7.4% |
| All | +1,304.8% | +448.7% | +856.1% | +584.4% |
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