+556.7%
QQQ vs MTSI
+529.6%
+27.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.6% |
| 7D | +1.5% | +4.9% | -3.4% | +0.3% |
| 30D | -0.6% | -11.6% | +10.9% | +2.0% |
| 3M | +0.4% | -24.1% | +24.5% | +6.2% |
| 6M | +20.1% | +32.4% | -12.4% | +9.4% |
| YTD | +17.2% | +60.4% | -43.2% | +1.0% |
| 1Y | +24.7% | +111.0% | -86.3% | -0.5% |
| 3Y | +96.2% | +246.1% | -150.0% | +35.0% |
| 5Y | +94.4% | +340.3% | -245.9% | +24.5% |
| 10Y | +556.7% | +539.5% | +17.2% | +231.8% |
| All | +556.7% | +529.6% | +27.1% | +231.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling