+189.4%
MXL vs MTSI
+241.4%
-52.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +2.2% | +3.8% | +3.9% |
| 7D | +15.5% | +4.9% | +10.6% | +10.3% |
| 30D | -11.3% | -11.6% | +0.3% | +0.8% |
| 3M | -16.1% | -24.1% | +7.9% | +14.3% |
| 6M | +323.0% | +32.4% | +290.6% | +249.8% |
| YTD | +281.5% | +60.4% | +221.1% | +156.8% |
| 1Y | +319.3% | +111.0% | +208.3% | +112.1% |
| 3Y | +189.4% | +246.1% | -56.8% | -17.4% |
| All | +189.4% | +241.4% | -52.0% | -17.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling