-28.0%
MXL vs MTSI
+183.3%
-211.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +10.8% | +0.2% | +0.2% |
| 7D | -27.1% | -10.0% | -17.1% | -18.1% |
| 30D | -54.2% | -37.2% | -17.0% | -26.2% |
| 3M | -29.9% | -30.1% | +0.1% | +2.8% |
| 6M | -39.5% | -31.9% | -7.6% | -6.3% |
| YTD | +182.2% | +23.2% | +159.0% | +143.7% |
| 1Y | +231.8% | +26.4% | +205.5% | +178.3% |
| 3Y | +195.9% | +186.2% | +9.8% | +5.4% |
| All | -28.0% | +183.3% | -211.3% | -73.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling