+44.3%
AXON vs MTSI
+181.3%
-137.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +10.8% | -29.0% | -19.4% |
| 7D | -26.8% | -10.0% | -16.8% | -25.9% |
| 30D | -22.9% | -37.2% | +14.3% | -18.6% |
| 3M | -40.1% | -30.1% | -10.0% | -38.1% |
| 6M | -18.9% | -31.9% | +13.0% | -18.1% |
| YTD | -44.9% | +23.2% | -68.1% | -53.5% |
| 1Y | -46.7% | +26.4% | -73.1% | -55.5% |
| 3Y | +44.3% | +186.2% | -141.8% | -7.0% |
| All | +44.3% | +181.3% | -137.0% | -7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling