+1,560.5%
AXTI vs MTSI
+571.2%
+989.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.1% | -5.1% | -3.2% |
| 7D | +21.0% | +11.1% | +9.9% | +14.4% |
| 30D | -6.6% | -3.7% | -3.0% | -3.3% |
| 3M | -12.1% | -20.2% | +8.2% | +3.8% |
| 6M | +78.7% | +30.8% | +47.9% | +67.3% |
| YTD | +321.5% | +67.0% | +254.4% | +254.1% |
| 1Y | +2,166.8% | +120.4% | +2,046.3% | +1,592.7% |
| 3Y | +2,807.6% | +260.4% | +2,547.2% | +1,619.6% |
| 5Y | +651.5% | +356.3% | +295.2% | +298.8% |
| 10Y | +1,560.5% | +581.1% | +979.4% | +562.4% |
| All | +1,560.5% | +571.2% | +989.3% | +562.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling