+370.0%
AXTI vs MTSI
+208.2%
+161.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +9.0% | +1.4% | +2.6% |
| 7D | -11.0% | +3.5% | -14.5% | -12.6% |
| 30D | -37.3% | -30.3% | -7.0% | -13.2% |
| 3M | -51.6% | -26.0% | -25.6% | -34.7% |
| 6M | -63.1% | -36.1% | -27.0% | -42.7% |
| YTD | +162.4% | +34.3% | +128.2% | +146.2% |
| 1Y | +353.6% | +35.3% | +318.3% | +326.9% |
| 3Y | +1,972.9% | +217.6% | +1,755.3% | +956.1% |
| 5Y | +370.0% | +210.1% | +159.9% | +137.2% |
| All | +370.0% | +208.2% | +161.8% | +137.2% |
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