+446.4%
MTSI vs QS
-56.5%
+503.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +4.1% | +6.7% | +10.4% |
| 7D | -10.0% | +5.4% | -15.4% | -10.3% |
| 30D | -37.2% | -5.3% | -31.9% | -36.9% |
| 3M | -30.1% | -22.6% | -7.5% | -28.3% |
| 6M | -31.9% | -46.2% | +14.3% | -27.9% |
| YTD | +23.2% | -58.9% | +82.1% | +32.8% |
| 1Y | +26.4% | -73.1% | +99.5% | +41.1% |
| 3Y | +186.2% | -27.2% | +213.4% | +176.2% |
| 5Y | +187.0% | -86.2% | +273.3% | +187.7% |
| All | +446.4% | -56.5% | +503.0% | +568.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 10y: compounded portfolio wealth divided by compounded QS 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…
10y analysis · Full analysis span regression · 6 months rolling