+489.4%
NDAQ vs MTSI
+498.4%
-9.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.7% |
| 7D | +1.7% | +29.1% | -27.4% | -1.5% |
| 30D | +16.2% | -20.4% | +36.6% | +18.5% |
| 3M | +14.0% | -20.9% | +34.9% | +15.6% |
| 6M | +22.3% | -32.3% | +54.5% | +25.0% |
| YTD | +13.0% | +43.5% | -30.5% | +2.2% |
| 1Y | +24.0% | +43.8% | -19.8% | +12.0% |
| 3Y | +117.1% | +218.8% | -101.7% | +69.2% |
| 5Y | +67.5% | +228.3% | -160.8% | +27.4% |
| All | +489.4% | +498.4% | -9.0% | +271.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling