+10,322.1%
AXON vs MTSI
+1,120.6%
+9,201.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.1% |
| 7D | +0.2% | -10.7% | +10.9% | +2.8% |
| 30D | +3.0% | -29.0% | +32.0% | +10.7% |
| 3M | -30.1% | -14.7% | -15.4% | -29.8% |
| 6M | +7.7% | -20.1% | +27.8% | +7.4% |
| YTD | -25.3% | +36.1% | -61.4% | -36.7% |
| 1Y | -39.9% | +61.7% | -101.7% | -51.9% |
| 3Y | +95.2% | +210.7% | -115.4% | +26.9% |
| 5Y | +129.9% | +212.8% | -83.0% | +46.5% |
| 10Y | +1,829.8% | +519.2% | +1,310.6% | +801.1% |
| All | +10,322.1% | +1,120.6% | +9,201.5% | +3,936.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling