+972.8%
MTSI vs TXG
+14.9%
+957.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -1.4% | +11.7% | +10.7% |
| 7D | +7.2% | -8.1% | +15.3% | +10.3% |
| 30D | -18.4% | -17.5% | -1.0% | -13.5% |
| 3M | -16.7% | +6.1% | -22.8% | -19.0% |
| 6M | -31.7% | +202.7% | -234.4% | -51.1% |
| YTD | +45.9% | +280.4% | -234.6% | -4.3% |
| 1Y | +47.0% | +274.0% | -227.0% | -3.6% |
| 3Y | +224.1% | +74.9% | +149.2% | +136.4% |
| 5Y | +238.5% | -63.0% | +301.6% | +259.9% |
| All | +972.8% | +14.9% | +957.9% | +693.1% |
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