+751.6%
MTSI vs QSR
+207.3%
+544.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -1.2% | +11.6% | +10.9% |
| 7D | +7.2% | -2.2% | +9.4% | +8.1% |
| 30D | -18.4% | +7.8% | -26.2% | -21.8% |
| 3M | -16.7% | +5.5% | -22.2% | -19.9% |
| 6M | -31.7% | -0.2% | -31.5% | -33.3% |
| YTD | +45.9% | +15.4% | +30.5% | +31.7% |
| 1Y | +47.0% | +15.3% | +31.7% | +32.4% |
| 3Y | +224.1% | +23.7% | +200.4% | +176.1% |
| 5Y | +238.5% | +60.4% | +178.2% | +150.6% |
| 10Y | +512.7% | +142.2% | +370.5% | +249.7% |
| All | +751.6% | +207.3% | +544.3% | +347.7% |
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 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