+44.1%
MTSI vs Q
+66.4%
-22.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +6.3% | +4.5% | +6.3% |
| 7D | -10.0% | +0.3% | -10.3% | -9.2% |
| 30D | -37.2% | -9.8% | -27.4% | -31.6% |
| 3M | -30.1% | -12.2% | -17.8% | -22.1% |
| 6M | -31.9% | -21.6% | -10.3% | -18.9% |
| YTD | +23.2% | +43.6% | -20.4% | +22.0% |
| 1Y | +26.4% | +25.7% | +0.7% | +24.7% |
| All | +44.1% | +66.4% | -22.3% | +42.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling