+67.9%
MTSI vs Q
+74.5%
-6.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.4% | +0.6% |
| 7D | +29.1% | +11.5% | +17.6% | +19.9% |
| 30D | -20.4% | -0.2% | -20.2% | -18.9% |
| 3M | -20.9% | -13.6% | -7.3% | -11.7% |
| 6M | -32.3% | -27.0% | -5.2% | -18.1% |
| YTD | +43.5% | +50.5% | -7.1% | +37.7% |
| 1Y | +43.8% | +33.8% | +10.1% | +37.5% |
| All | +67.9% | +74.5% | -6.6% | +60.4% |
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