+58.5%
MTSI vs Q
+68.3%
-9.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.5% | -2.0% | -3.0% |
| 7D | +10.0% | +1.2% | +8.8% | +9.5% |
| 30D | -20.3% | -2.7% | -17.7% | -17.1% |
| 3M | -24.4% | -16.9% | -7.5% | -13.1% |
| 6M | -39.2% | -26.9% | -12.3% | -25.4% |
| YTD | +35.5% | +45.2% | -9.7% | +33.6% |
| 1Y | +43.0% | +38.1% | +4.9% | +41.0% |
| All | +58.5% | +68.3% | -9.8% | +55.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling