+340.3%
MTSI vs SOXQ
+265.0%
+75.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +1.0% |
| 7D | +4.9% | +5.3% | -0.4% | 0.0% |
| 30D | -11.6% | -3.7% | -7.9% | -8.0% |
| 3M | -24.1% | -7.8% | -16.2% | -17.6% |
| 6M | +32.4% | +58.4% | -25.9% | -12.1% |
| YTD | +60.4% | +68.1% | -7.7% | +1.1% |
| 1Y | +111.0% | +105.4% | +5.6% | +11.2% |
| 3Y | +246.1% | +239.2% | +6.9% | +15.6% |
| 5Y | +340.3% | +266.9% | +73.4% | +37.1% |
| All | +340.3% | +265.0% | +75.3% | +37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling