+246.1%
MTSI vs QSR
+28.6%
+217.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.4% | +4.5% | +2.5% |
| 7D | +4.9% | +0.1% | +4.8% | +4.8% |
| 30D | -11.6% | +5.9% | -17.5% | -12.6% |
| 3M | -24.1% | +10.5% | -34.5% | -26.0% |
| 6M | +32.4% | +7.7% | +24.7% | +29.9% |
| YTD | +60.4% | +16.8% | +43.7% | +53.3% |
| 1Y | +111.0% | +30.9% | +80.1% | +93.4% |
| 3Y | +246.1% | +28.2% | +218.0% | +221.7% |
| All | +246.1% | +28.6% | +217.5% | +221.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling