+116.9%
NDAQ vs MTSI
+185.8%
-68.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +10.8% | -10.6% | -0.3% |
| 7D | +0.8% | -10.0% | +10.8% | +1.2% |
| 30D | +16.5% | -37.2% | +53.7% | +19.2% |
| 3M | +13.5% | -30.1% | +43.6% | +15.0% |
| 6M | +20.9% | -31.9% | +52.8% | +20.9% |
| YTD | +11.4% | +23.2% | -11.8% | +0.8% |
| 1Y | +25.9% | +26.4% | -0.5% | +13.2% |
| All | +116.9% | +185.8% | -68.9% | +64.4% |
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 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