+70.7%
MTSI vs Q
+80.0%
-9.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +2.4% | +8.0% | +8.6% |
| 7D | +7.2% | +6.6% | +0.6% | +3.5% |
| 30D | -18.4% | +2.7% | -21.2% | -18.6% |
| 3M | -16.7% | -8.4% | -8.3% | -10.4% |
| 6M | -31.7% | -17.3% | -14.4% | -22.1% |
| YTD | +45.9% | +55.3% | -9.4% | +36.8% |
| 1Y | +47.0% | +31.5% | +15.5% | +37.2% |
| All | +70.7% | +80.0% | -9.3% | +59.4% |
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 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