+320.4%
MTSI vs QID
-80.8%
+401.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.8% | +3.2% |
| 7D | +1.4% | -0.6% | +2.0% | +1.0% |
| 30D | +2.1% | 0.0% | +2.1% | +2.6% |
| 3M | -29.7% | +3.7% | -33.5% | -24.2% |
| 6M | +12.5% | -29.9% | +42.4% | -3.0% |
| YTD | +57.0% | -28.8% | +85.8% | +37.6% |
| 1Y | +103.9% | -37.2% | +141.1% | +68.9% |
| 3Y | +223.6% | -73.7% | +297.3% | +95.1% |
| All | +320.4% | -80.8% | +401.1% | +185.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling