+219.0%
MTSI vs QID
-72.3%
+291.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -4.6% | +14.9% | +6.3% |
| 7D | +7.2% | -1.1% | +8.3% | +9.7% |
| 30D | -18.4% | +14.4% | -32.8% | -3.6% |
| 3M | -16.7% | +6.7% | -23.4% | -5.4% |
| 6M | -31.7% | +2.6% | -34.3% | -20.2% |
| YTD | +45.9% | -24.2% | +70.1% | +39.4% |
| 1Y | +47.0% | -22.3% | +69.3% | +44.9% |
| All | +219.0% | -72.3% | +291.2% | +86.5% |
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