+186.2%
MTSI vs QID
-70.5%
+256.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -2.5% | +13.4% | +8.6% |
| 7D | -10.0% | +9.4% | -19.4% | -0.1% |
| 30D | -37.2% | +31.2% | -68.4% | -17.0% |
| 3M | -30.1% | +17.4% | -47.5% | -14.3% |
| 6M | -31.9% | +8.4% | -40.3% | -16.7% |
| YTD | +23.2% | -15.8% | +39.0% | +27.7% |
| 1Y | +26.4% | -16.3% | +42.7% | +32.3% |
| 3Y | +186.2% | -70.4% | +256.6% | +68.7% |
| All | +186.2% | -70.5% | +256.7% | +68.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling