+581.1%
MTSI vs MKTX
+7.4%
+573.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | 0.0% | +4.2% | +4.1% |
| 7D | +11.1% | +0.3% | +10.8% | +11.0% |
| 30D | -3.7% | +1.0% | -4.6% | -3.9% |
| 3M | -20.2% | +40.8% | -61.0% | -27.3% |
| 6M | +30.8% | -10.9% | +41.7% | +33.4% |
| YTD | +67.0% | -8.6% | +75.6% | +68.8% |
| 1Y | +120.4% | -11.6% | +132.0% | +123.9% |
| 3Y | +260.4% | -24.5% | +284.9% | +264.0% |
| 5Y | +356.3% | -60.7% | +417.0% | +464.4% |
| 10Y | +581.1% | +5.1% | +575.9% | +505.0% |
| All | +581.1% | +7.4% | +573.7% | +505.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 10y: compounded portfolio wealth divided by compounded MKTX 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…
10y analysis · Full analysis span regression · 6 months rolling