+30.0%
MTSI vs Q
+56.5%
-26.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -7.4% | -11.0% | -13.1% |
| 7D | -24.6% | -10.3% | -14.3% | -17.9% |
| 30D | -45.7% | -17.7% | -28.1% | -37.2% |
| 3M | -27.7% | -18.8% | -8.9% | -15.4% |
| 6M | -37.3% | -24.8% | -12.5% | -22.7% |
| YTD | +11.1% | +35.0% | -23.9% | +14.8% |
| 1Y | +27.2% | +10.7% | +16.5% | +30.6% |
| All | +30.0% | +56.5% | -26.5% | +33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling