+926.7%
MTSI vs QID
-99.8%
+1,026.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -2.5% | +13.4% | +9.1% |
| 7D | -10.0% | +9.4% | -19.4% | -2.1% |
| 30D | -37.2% | +31.2% | -68.4% | -21.1% |
| 3M | -30.1% | +17.4% | -47.5% | -17.4% |
| 6M | -31.9% | +8.4% | -40.3% | -19.5% |
| YTD | +23.2% | -15.8% | +39.0% | +26.4% |
| 1Y | +26.4% | -16.3% | +42.7% | +30.8% |
| 3Y | +186.2% | -70.4% | +256.6% | +85.7% |
| 5Y | +187.0% | -74.8% | +261.8% | +121.6% |
| 10Y | +460.4% | -99.0% | +559.4% | -8.5% |
| All | +926.7% | -99.8% | +1,026.5% | -10.3% |
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