+652.8%
AXTI vs MTSI
+331.9%
+320.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +2.2% | +10.7% | +11.1% |
| 7D | +24.0% | +4.9% | +19.1% | +19.5% |
| 30D | -21.5% | -11.6% | -9.9% | -11.0% |
| 3M | -23.4% | -24.1% | +0.7% | +0.5% |
| 6M | +114.9% | +32.4% | +82.5% | +91.4% |
| YTD | +325.4% | +60.4% | +265.0% | +236.0% |
| 1Y | +2,136.7% | +111.0% | +2,025.7% | +1,391.0% |
| 3Y | +2,835.0% | +246.1% | +2,588.9% | +1,242.2% |
| 5Y | +652.8% | +340.3% | +312.5% | +173.0% |
| All | +652.8% | +331.9% | +320.9% | +173.0% |
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