+581.1%
MTSI vs QSR
+126.5%
+454.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.6% | +5.7% | +4.8% |
| 7D | +11.1% | -2.4% | +13.4% | +12.2% |
| 30D | -3.7% | +5.7% | -9.4% | -6.3% |
| 3M | -20.2% | +6.9% | -27.2% | -23.6% |
| 6M | +30.8% | +6.9% | +23.9% | +24.8% |
| YTD | +67.0% | +14.9% | +52.1% | +52.9% |
| 1Y | +120.4% | +29.1% | +91.3% | +89.5% |
| 3Y | +260.4% | +26.1% | +234.3% | +206.0% |
| 5Y | +356.3% | +42.3% | +313.9% | +259.1% |
| 10Y | +581.1% | +134.0% | +447.1% | +305.7% |
| All | +581.1% | +126.5% | +454.5% | +305.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling