+805.9%
MTSI vs TXG
+9.8%
+796.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +2.1% | +8.7% | +10.3% |
| 7D | -10.0% | -15.4% | +5.5% | -5.3% |
| 30D | -37.2% | -22.1% | -15.1% | -32.3% |
| 3M | -30.1% | +30.0% | -60.1% | -36.0% |
| 6M | -31.9% | +160.7% | -192.6% | -49.3% |
| YTD | +23.2% | +263.5% | -240.3% | -18.2% |
| 1Y | +26.4% | +356.0% | -329.6% | -22.1% |
| 3Y | +186.2% | +53.4% | +132.8% | +116.8% |
| 5Y | +187.0% | -66.7% | +253.7% | +214.9% |
| All | +805.9% | +9.8% | +796.1% | +578.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling