+61.7%
MTSI vs QSR
+23.8%
+37.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.5% | -6.5% | +1.4% |
| 7D | -10.7% | +5.2% | -15.8% | -8.5% |
| 30D | -29.0% | +12.2% | -41.2% | -25.4% |
| 3M | -14.7% | +7.0% | -21.7% | -11.8% |
| 6M | -20.1% | -0.3% | -19.8% | -16.4% |
| YTD | +36.1% | +18.0% | +18.1% | +43.9% |
| 1Y | +61.7% | +22.6% | +39.1% | +65.4% |
| All | +61.7% | +23.8% | +37.9% | +65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 1y: compounded portfolio wealth divided by compounded QSR 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…
1y analysis · Full analysis span regression · 6 months rolling