+12.3%
QQQ vs MTSI
+35.9%
-23.6%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.6% | +4.4% | -0.1% |
| 7D | +3.6% | +10.0% | -6.4% | +1.5% |
| 30D | -6.7% | -20.3% | +13.6% | -3.4% |
| 3M | -7.0% | -24.4% | +17.4% | -3.5% |
| 6M | -4.7% | -39.2% | +34.5% | +2.4% |
| YTD | +11.1% | +35.5% | -24.4% | +3.0% |
| 1Y | +12.3% | +43.0% | -30.8% | +2.1% |
| All | +12.3% | +35.9% | -23.6% | +2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling