+902.3%
AXTI vs MTSI
+1,308.1%
-405.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +3.5% | +6.2% | +8.1% |
| 7D | +5.1% | +1.4% | +3.7% | +4.6% |
| 30D | -10.2% | +2.1% | -12.2% | -9.3% |
| 3M | -41.8% | -29.7% | -12.1% | -28.8% |
| 6M | +57.5% | +12.5% | +45.0% | +60.7% |
| YTD | +277.0% | +57.0% | +220.0% | +237.2% |
| 1Y | +1,982.4% | +103.9% | +1,878.5% | +1,600.4% |
| 3Y | +2,234.8% | +223.6% | +2,011.3% | +1,499.4% |
| 5Y | +528.3% | +321.6% | +206.8% | +291.2% |
| 10Y | +1,310.5% | +517.7% | +792.8% | +610.6% |
| All | +902.3% | +1,308.1% | -405.8% | +347.8% |
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