+1,079.9%
MTSI vs TXG
+21.5%
+1,058.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.7% | -2.5% | +0.9% |
| 7D | +4.9% | +9.4% | -4.5% | +2.3% |
| 30D | -11.6% | +26.1% | -37.7% | -17.7% |
| 3M | -24.1% | +124.8% | -148.9% | -40.3% |
| 6M | +32.4% | +215.2% | -182.8% | -6.6% |
| YTD | +60.4% | +302.2% | -241.8% | +4.3% |
| 1Y | +111.0% | +370.9% | -259.9% | +28.5% |
| 3Y | +246.1% | +38.5% | +207.6% | +171.5% |
| 5Y | +340.3% | -64.4% | +404.7% | +375.4% |
| All | +1,079.9% | +21.5% | +1,058.4% | +764.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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