+123.8%
STX vs MTSI
+59.5%
+64.3%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -1.0% | -7.1% | -7.5% |
| 7D | -20.2% | -10.7% | -9.5% | -14.7% |
| 30D | -37.2% | -29.0% | -8.2% | -24.3% |
| 3M | -34.1% | -14.7% | -19.3% | -30.5% |
| 6M | -24.5% | -20.1% | -4.4% | -17.3% |
| YTD | +102.9% | +36.1% | +66.8% | +55.2% |
| 1Y | +123.8% | +61.7% | +62.0% | +52.1% |
| All | +123.8% | +59.5% | +64.3% | +52.1% |
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