+238.5%
MXL vs MTSI
+203.6%
+34.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -5.6% | +0.2% | +0.1% |
| 7D | +13.4% | +10.0% | +3.4% | +3.7% |
| 30D | -29.2% | -20.3% | -8.9% | -10.5% |
| 3M | -27.2% | -24.4% | -2.8% | -1.5% |
| 6M | -36.4% | -39.2% | +2.8% | +8.6% |
| YTD | +220.0% | +35.5% | +184.5% | +162.8% |
| 1Y | +304.8% | +43.0% | +261.8% | +215.2% |
| 3Y | +238.5% | +196.3% | +42.2% | +29.9% |
| All | +238.5% | +203.6% | +34.9% | +29.9% |
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