-4.5%
MTSI vs AXTX
-69.7%
+65.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +25.3% | -23.2% | -1.2% |
| 7D | +4.9% | +49.3% | -44.4% | -1.1% |
| 30D | -11.6% | -49.1% | +37.5% | -6.4% |
| 3M | -24.1% | -72.6% | +48.5% | -23.5% |
| All | -4.5% | -69.7% | +65.2% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AXTX.
Daily Out/Under-Performance
Portfolio return minus AXTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXTX 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 AXTX 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 · Available span rolling