+246.1%
MTSI vs MKTX
-24.9%
+271.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +4.9% | +0.4% | +4.5% | +4.9% |
| 30D | -11.6% | +1.0% | -12.6% | -11.6% |
| 3M | -24.1% | +41.3% | -65.3% | -22.1% |
| 6M | +32.4% | -11.3% | +43.8% | +30.7% |
| YTD | +60.4% | -8.6% | +69.0% | +58.9% |
| 1Y | +111.0% | -11.1% | +122.0% | +108.5% |
| 3Y | +246.1% | -24.5% | +270.6% | +245.3% |
| All | +246.1% | -24.9% | +271.0% | +245.3% |
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