+231.8%
MXL vs MTSI
+38.8%
+193.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +10.8% | +0.2% | -0.2% |
| 7D | -27.1% | -10.0% | -17.1% | -17.8% |
| 30D | -54.2% | -37.2% | -17.0% | -25.5% |
| 3M | -29.9% | -30.1% | +0.1% | +3.8% |
| 6M | -39.5% | -31.9% | -7.6% | -2.6% |
| YTD | +182.2% | +23.2% | +159.0% | +230.1% |
| 1Y | +231.8% | +26.4% | +205.5% | +276.5% |
| All | +231.8% | +38.8% | +193.0% | +276.5% |
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