+816.7%
MTSI vs QSR
+218.5%
+598.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.5% |
| 7D | +1.4% | +2.4% | -1.1% | +0.3% |
| 30D | +2.1% | +7.6% | -5.5% | -1.6% |
| 3M | -29.7% | +12.6% | -42.4% | -34.3% |
| 6M | +12.5% | +14.4% | -1.8% | +4.0% |
| YTD | +57.0% | +19.6% | +37.4% | +41.3% |
| 1Y | +103.9% | +33.9% | +70.0% | +72.8% |
| 3Y | +223.6% | +27.1% | +196.5% | +175.1% |
| 5Y | +321.6% | +48.5% | +273.0% | +227.7% |
| 10Y | +517.7% | +126.2% | +391.5% | +266.8% |
| All | +816.7% | +218.5% | +598.2% | +380.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling