+206.9%
MTSI vs QS
-90.5%
+297.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -5.2% | -0.4% | -4.6% |
| 7D | +10.0% | -14.0% | +24.0% | +12.9% |
| 30D | -20.3% | -6.4% | -14.0% | -19.5% |
| 3M | -24.4% | -40.3% | +15.8% | -17.4% |
| 6M | -39.2% | -57.5% | +18.3% | -29.9% |
| YTD | +35.5% | -64.7% | +100.2% | +59.0% |
| 1Y | +43.0% | -72.9% | +115.9% | +74.7% |
| 3Y | +196.3% | -33.5% | +229.7% | +166.3% |
| All | +206.9% | -90.5% | +297.4% | +285.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling