+61.7%
MTSI vs Q
+19.7%
+42.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | -10.7% | -3.3% | -7.4% | -8.4% |
| 30D | -29.0% | -9.7% | -19.3% | -23.4% |
| 3M | -14.7% | -16.1% | +1.4% | -3.5% |
| 6M | -20.1% | -15.7% | -4.4% | -8.7% |
| YTD | +36.1% | +45.7% | -9.6% | +29.6% |
| 1Y | +61.7% | +18.0% | +43.7% | +60.6% |
| All | +61.7% | +19.7% | +42.1% | +60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 1y: compounded portfolio wealth divided by compounded Q 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…
1y analysis · Full analysis span regression · 6 months rolling