-30.1%
MTSI vs QS
-21.3%
-8.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +4.1% | +6.7% | +9.1% |
| 7D | -10.0% | +5.4% | -15.4% | -10.4% |
| 30D | -37.2% | -5.3% | -31.9% | -34.0% |
| 3M | -30.1% | -22.6% | -7.5% | -21.5% |
| All | -30.1% | -21.3% | -8.7% | -21.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling