+12,570.0%
AXON vs MTSI
+1,308.1%
+11,261.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +3.5% | -7.6% | -5.0% |
| 7D | -14.2% | +1.4% | -15.5% | -14.5% |
| 30D | -15.4% | +2.1% | -17.5% | -17.1% |
| 3M | +0.5% | -29.7% | +30.2% | +6.8% |
| 6M | -9.5% | +12.5% | -22.0% | -16.6% |
| YTD | -9.2% | +57.0% | -66.2% | -24.3% |
| 1Y | -29.4% | +103.9% | -133.3% | -45.9% |
| 3Y | +139.4% | +223.6% | -84.2% | +57.2% |
| 5Y | +178.9% | +321.6% | -142.6% | +68.3% |
| 10Y | +1,840.8% | +517.7% | +1,323.1% | +820.9% |
| All | +12,570.0% | +1,308.1% | +11,261.9% | +4,725.7% |
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