+1,002.1%
MTSI vs MKTX
+436.1%
+566.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.6% |
| 7D | -3.8% | +0.1% | -3.9% | -3.8% |
| 30D | -31.4% | +0.8% | -32.2% | -31.5% |
| 3M | -23.8% | +2.6% | -26.3% | -24.3% |
| 6M | -37.1% | +13.6% | -50.7% | -39.8% |
| YTD | +32.2% | -7.1% | +39.4% | +32.8% |
| 1Y | +26.9% | -0.1% | +27.0% | +24.7% |
| 3Y | +193.7% | -22.3% | +216.1% | +195.8% |
| 5Y | +218.0% | -54.5% | +272.6% | +272.7% |
| 10Y | +477.8% | +14.3% | +463.5% | +386.4% |
| All | +1,002.1% | +436.1% | +566.0% | +618.3% |
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 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