+495.7%
MTSI vs QS
-53.6%
+549.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +6.8% | +2.2% | +8.3% |
| 7D | +3.5% | +13.7% | -10.2% | +2.4% |
| 30D | -30.3% | -0.2% | -30.1% | -30.3% |
| 3M | -26.0% | -24.8% | -1.2% | -23.9% |
| 6M | -36.1% | -39.4% | +3.3% | -33.0% |
| YTD | +34.3% | -56.1% | +90.4% | +43.9% |
| 1Y | +35.3% | -72.5% | +107.8% | +50.6% |
| 3Y | +217.6% | -16.3% | +233.9% | +203.0% |
| 5Y | +210.1% | -87.6% | +297.7% | +209.3% |
| All | +495.7% | -53.6% | +549.3% | +623.7% |
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