+183.6%
MTSI vs TXG
-66.4%
+249.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +2.1% | +8.7% | +10.3% |
| 7D | -10.0% | -15.4% | +5.5% | -5.6% |
| 30D | -37.2% | -22.1% | -15.1% | -32.6% |
| 3M | -30.1% | +30.0% | -60.1% | -35.6% |
| 6M | -31.9% | +160.7% | -192.6% | -48.2% |
| YTD | +23.2% | +263.5% | -240.3% | -16.0% |
| 1Y | +26.4% | +356.0% | -329.6% | -19.6% |
| 3Y | +186.2% | +53.4% | +132.8% | +120.1% |
| All | +183.6% | -66.4% | +249.9% | +190.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling