+46.2%
MTSI vs QSR
+15.4%
+30.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -1.2% | +11.6% | +9.6% |
| 7D | +7.2% | -2.2% | +9.4% | +6.1% |
| 30D | -18.4% | +7.8% | -26.2% | -15.1% |
| 3M | -16.7% | +5.5% | -22.2% | -14.0% |
| 6M | -31.7% | -0.2% | -31.5% | -29.0% |
| YTD | +45.9% | +15.4% | +30.5% | +57.5% |
| All | +46.2% | +15.4% | +30.8% | +57.8% |
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