-46.1%
AXON vs MTSI
+43.1%
-89.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -1.0% | -2.7% |
| 7D | -19.7% | +29.1% | -48.8% | -18.4% |
| 30D | -25.7% | -20.4% | -5.3% | -25.8% |
| 3M | -48.8% | -20.9% | -27.9% | -48.9% |
| 6M | -22.0% | -32.3% | +10.3% | -22.0% |
| YTD | -45.9% | +43.5% | -89.4% | -51.4% |
| 1Y | -46.1% | +43.8% | -89.9% | -51.6% |
| All | -46.1% | +43.1% | -89.2% | -51.6% |
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