+1,406.3%
NDAQ vs MTSI
+896.6%
+509.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -18.4% | +15.7% | -0.4% |
| 7D | +1.2% | -24.6% | +25.8% | +4.4% |
| 30D | +15.8% | -45.7% | +61.5% | +23.9% |
| 3M | +13.4% | -27.7% | +41.1% | +16.1% |
| 6M | +20.9% | -37.3% | +58.2% | +24.4% |
| YTD | +11.1% | +11.1% | 0.0% | +4.3% |
| 1Y | +26.5% | +27.2% | -0.7% | +16.1% |
| 3Y | +121.5% | +153.7% | -32.2% | +79.6% |
| 5Y | +61.3% | +159.0% | -97.7% | +28.2% |
| 10Y | +480.0% | +405.6% | +74.4% | +282.9% |
| All | +1,406.3% | +896.6% | +509.7% | +772.9% |
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