-40.2%
AXON vs MTSI
+31.6%
-71.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -18.4% | +8.5% | -10.4% |
| 7D | -12.7% | -24.6% | +11.9% | -13.7% |
| 30D | -8.6% | -45.7% | +37.1% | -11.9% |
| 3M | -37.2% | -27.7% | -9.5% | -37.7% |
| 6M | +0.5% | -37.3% | +37.8% | -3.1% |
| YTD | -32.6% | +11.1% | -43.8% | -34.7% |
| 1Y | -40.2% | +27.2% | -67.4% | -40.5% |
| All | -40.2% | +31.6% | -71.8% | -40.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling