+1,115.9%
MTSI vs MKTX
+436.9%
+679.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.1% | +10.2% | +10.3% |
| 7D | +7.2% | +0.3% | +6.9% | +7.1% |
| 30D | -18.4% | +0.9% | -19.4% | -18.6% |
| 3M | -16.7% | +2.7% | -19.4% | -17.3% |
| 6M | -31.7% | +15.6% | -47.3% | -35.0% |
| YTD | +45.9% | -7.0% | +52.9% | +46.5% |
| 1Y | +47.0% | -1.2% | +48.2% | +44.9% |
| 3Y | +224.1% | -22.2% | +246.3% | +226.2% |
| 5Y | +238.5% | -53.7% | +292.3% | +294.5% |
| 10Y | +512.7% | +13.0% | +499.7% | +417.8% |
| All | +1,115.9% | +436.9% | +679.0% | +692.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling