+1,261.4%
NDAQ vs MTSI
+1,308.1%
-46.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.8% |
| 3M | +9.9% | -29.7% | +39.7% | +13.8% |
| 6M | +9.4% | +12.5% | -3.1% | +5.0% |
| YTD | +0.4% | +57.0% | -56.6% | -8.6% |
| 1Y | +4.0% | +103.9% | -99.9% | -9.3% |
| 3Y | +94.4% | +223.6% | -129.2% | +54.9% |
| 5Y | +56.7% | +321.6% | -264.8% | +18.5% |
| 10Y | +375.3% | +517.7% | -142.4% | +209.8% |
| All | +1,261.4% | +1,308.1% | -46.7% | +664.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling