+377.7%
MTSI vs SOXQ
+290.2%
+87.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.4% | +3.7% | +3.8% |
| 7D | +11.1% | +5.2% | +5.8% | +6.0% |
| 30D | -3.7% | -0.5% | -3.2% | -2.7% |
| 3M | -20.2% | -5.6% | -14.6% | -15.3% |
| 6M | +30.8% | +53.0% | -22.2% | -10.5% |
| YTD | +67.0% | +68.8% | -1.7% | +4.9% |
| 1Y | +120.4% | +105.7% | +14.7% | +16.0% |
| 3Y | +260.4% | +240.5% | +19.9% | +20.0% |
| 5Y | +356.3% | +266.8% | +89.5% | +42.1% |
| All | +377.7% | +290.2% | +87.5% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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