+58.4%
NDAQ vs MTSI
+320.9%
-262.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.5% | -5.3% | -2.3% |
| 7D | -2.4% | +1.4% | -3.8% | -2.6% |
| 30D | +2.5% | +2.1% | +0.4% | +1.7% |
| 3M | +9.9% | -29.7% | +39.7% | +14.5% |
| 6M | +9.4% | +12.5% | -3.1% | +3.1% |
| YTD | +0.4% | +57.0% | -56.6% | -12.3% |
| 1Y | +4.0% | +103.9% | -99.9% | -14.9% |
| 3Y | +94.4% | +223.6% | -129.2% | +35.7% |
| All | +58.4% | +320.9% | -262.5% | -1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling