+119.3%
NDAQ vs MTSI
+153.8%
-34.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -18.4% | +15.7% | -1.7% |
| 7D | +1.2% | -24.6% | +25.8% | +2.4% |
| 30D | +15.8% | -45.7% | +61.5% | +19.4% |
| 3M | +13.4% | -27.7% | +41.1% | +14.2% |
| 6M | +20.9% | -37.3% | +58.2% | +21.1% |
| YTD | +11.1% | +11.1% | 0.0% | +1.1% |
| 1Y | +26.5% | +27.2% | -0.7% | +12.1% |
| All | +119.3% | +153.8% | -34.5% | +67.9% |
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