+495.0%
NDAQ vs MTSI
+508.4%
-13.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +10.3% | -10.6% | -1.5% |
| 7D | 0.0% | +7.2% | -7.2% | -1.2% |
| 30D | +16.3% | -18.4% | +34.8% | +18.2% |
| 3M | +15.8% | -16.7% | +32.5% | +16.7% |
| 6M | +24.8% | -31.7% | +56.5% | +27.5% |
| YTD | +14.1% | +45.9% | -31.8% | +3.0% |
| 1Y | +26.5% | +47.0% | -20.5% | +14.0% |
| 3Y | +119.1% | +224.1% | -104.9% | +70.5% |
| 5Y | +70.9% | +238.5% | -167.6% | +29.5% |
| All | +495.0% | +508.4% | -13.3% | +274.2% |
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