+596.6%
MTSI vs QS
-44.4%
+640.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +2.9% | +3.4% |
| 7D | +1.4% | -2.3% | +3.7% | +1.6% |
| 30D | +2.1% | -0.7% | +2.8% | +2.2% |
| 3M | -29.7% | -39.6% | +9.9% | -26.4% |
| 6M | +12.5% | -21.7% | +34.2% | +15.0% |
| YTD | +57.0% | -47.4% | +104.4% | +65.3% |
| 1Y | +103.9% | -28.4% | +132.3% | +106.5% |
| 3Y | +223.6% | -22.6% | +246.2% | +208.8% |
| 5Y | +321.6% | -75.6% | +397.1% | +311.5% |
| All | +596.6% | -44.4% | +640.9% | +731.7% |
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