+597.7%
AXTI vs MTSI
+1,104.2%
-506.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +9.0% | +1.4% | +6.0% |
| 7D | -11.0% | +3.5% | -14.5% | -11.4% |
| 30D | -37.3% | -30.3% | -7.0% | -24.0% |
| 3M | -51.6% | -26.0% | -25.6% | -41.7% |
| 6M | -63.1% | -36.1% | -27.0% | -51.3% |
| YTD | +162.4% | +34.3% | +128.2% | +160.4% |
| 1Y | +353.6% | +35.3% | +318.3% | +351.5% |
| 3Y | +1,972.9% | +217.6% | +1,755.3% | +1,398.4% |
| 5Y | +370.0% | +210.1% | +159.9% | +240.3% |
| 10Y | +749.7% | +471.4% | +278.3% | +368.8% |
| All | +597.7% | +1,104.2% | -506.5% | +245.8% |
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