+193.7%
MTSI vs MKTX
-23.4%
+217.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -3.8% | +0.1% | -3.9% | -3.8% |
| 30D | -31.4% | +0.8% | -32.2% | -31.3% |
| 3M | -23.8% | +2.6% | -26.3% | -23.6% |
| 6M | -37.1% | +13.6% | -50.7% | -36.6% |
| YTD | +32.2% | -7.1% | +39.4% | +30.5% |
| 1Y | +26.9% | -0.1% | +27.0% | +26.2% |
| 3Y | +193.7% | -22.3% | +216.1% | +204.6% |
| All | +193.7% | -23.4% | +217.1% | +204.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling