+125.8%
MXL vs MTSI
+461.7%
-335.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +10.8% | +0.2% | +3.9% |
| 7D | -27.1% | -10.0% | -17.1% | -20.8% |
| 30D | -54.2% | -37.2% | -17.0% | -36.8% |
| 3M | -29.9% | -30.1% | +0.1% | -8.2% |
| 6M | -39.5% | -31.9% | -7.6% | -16.6% |
| YTD | +182.2% | +23.2% | +159.0% | +174.0% |
| 1Y | +231.8% | +26.4% | +205.5% | +217.7% |
| 3Y | +195.9% | +186.2% | +9.8% | +87.3% |
| 5Y | -27.3% | +187.0% | -214.3% | -52.9% |
| All | +125.8% | +461.7% | -335.9% | -4.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling