+61.7%
MTSI vs QID
-21.1%
+82.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -2.8% |
| 7D | -10.7% | +9.8% | -20.4% | -1.5% |
| 30D | -29.0% | +18.9% | -47.9% | -14.1% |
| 3M | -14.7% | +9.6% | -24.3% | -2.5% |
| 6M | -20.1% | -7.8% | -12.3% | -14.2% |
| YTD | +36.1% | -23.3% | +59.4% | +31.1% |
| 1Y | +61.7% | -22.0% | +83.8% | +59.9% |
| All | +61.7% | -21.1% | +82.8% | +59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 1y: compounded portfolio wealth divided by compounded QID 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…
1y analysis · Full analysis span regression · 6 months rolling