+947.4%
MXL vs MTSI
+1,308.1%
-360.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.5% | +2.1% | +3.7% |
| 7D | +1.6% | +1.4% | +0.2% | +0.9% |
| 30D | -7.0% | +2.1% | -9.1% | -7.6% |
| 3M | -33.4% | -29.7% | -3.7% | -16.3% |
| 6M | +260.2% | +12.5% | +247.6% | +258.5% |
| YTD | +260.0% | +57.0% | +202.9% | +201.2% |
| 1Y | +303.5% | +103.9% | +199.6% | +196.4% |
| 3Y | +160.4% | +223.6% | -63.1% | +62.2% |
| 5Y | +14.7% | +321.6% | -306.9% | -33.8% |
| 10Y | +215.6% | +517.7% | -302.1% | +39.7% |
| All | +947.4% | +1,308.1% | -360.7% | +279.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling