+1,208.8%
MTSI vs QID
-99.8%
+1,308.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -24.0% |
| 6M | +12.5% | -29.9% | +42.4% | -3.7% |
| YTD | +57.0% | -28.8% | +85.8% | +36.7% |
| 1Y | +103.9% | -37.2% | +141.1% | +67.3% |
| 3Y | +223.6% | -73.7% | +297.3% | +85.6% |
| 5Y | +321.6% | -80.7% | +402.3% | +159.6% |
| 10Y | +517.7% | -99.1% | +616.8% | -11.6% |
| All | +1,208.8% | -99.8% | +1,308.6% | -3.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling