+547.1%
MTSI vs QS
-57.3%
+604.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -5.4% | +15.7% | +10.9% |
| 7D | +7.2% | -5.0% | +12.1% | +7.9% |
| 30D | -18.4% | -1.4% | -17.0% | -18.4% |
| 3M | -16.7% | -33.6% | +16.9% | -13.3% |
| 6M | -31.7% | -47.6% | +15.9% | -27.5% |
| YTD | +45.9% | -59.6% | +105.5% | +57.5% |
| 1Y | +47.0% | -73.5% | +120.5% | +64.3% |
| 3Y | +224.1% | -23.0% | +247.1% | +211.5% |
| 5Y | +238.5% | -89.4% | +327.9% | +240.6% |
| All | +547.1% | -57.3% | +604.4% | +692.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling