+297.0%
MXL vs MTSI
+59.5%
+237.5%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -1.0% | -10.1% | -10.1% |
| 7D | -24.3% | -10.7% | -13.7% | -15.4% |
| 30D | -46.1% | -29.0% | -17.1% | -24.5% |
| 3M | -21.8% | -14.7% | -7.1% | -6.8% |
| 6M | -27.2% | -20.1% | -7.1% | +0.1% |
| YTD | +226.2% | +36.1% | +190.1% | +260.8% |
| 1Y | +297.0% | +61.7% | +235.2% | +304.3% |
| All | +297.0% | +59.5% | +237.5% | +304.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 1y: compounded portfolio wealth divided by compounded MTSI 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…
1y analysis · Full analysis span regression · 6 months rolling