+87.7%
MTSI vs Q
+75.3%
+12.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.3% | -0.2% | +0.8% |
| 7D | +4.9% | +6.7% | -1.9% | +1.0% |
| 30D | -11.6% | -10.6% | -1.0% | -5.6% |
| 3M | -24.1% | -14.6% | -9.5% | -16.0% |
| 6M | +32.4% | +12.1% | +20.4% | +31.6% |
| YTD | +60.4% | +51.3% | +9.2% | +49.5% |
| All | +87.7% | +75.3% | +12.4% | +74.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling