+109.5%
AXON vs MTSI
+153.3%
-43.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -18.4% | +8.5% | -5.2% |
| 7D | -12.7% | -24.6% | +11.9% | -6.6% |
| 30D | -8.6% | -45.7% | +37.1% | +5.4% |
| 3M | -37.2% | -27.7% | -9.5% | -34.6% |
| 6M | +0.5% | -37.3% | +37.8% | +5.3% |
| YTD | -32.6% | +11.1% | -43.8% | -44.9% |
| 1Y | -40.2% | +27.2% | -67.4% | -54.3% |
| 3Y | +76.1% | +153.7% | -77.6% | -11.1% |
| 5Y | +109.5% | +159.0% | -49.5% | -5.8% |
| All | +109.5% | +153.3% | -43.9% | -5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling