+2,064.8%
STX vs MTSI
+508.4%
+1,556.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +10.3% | -0.3% | +6.5% |
| 7D | -1.0% | +7.2% | -8.1% | -3.1% |
| 30D | -26.8% | -18.4% | -8.3% | -21.6% |
| 3M | -32.7% | -16.7% | -16.0% | -29.0% |
| 6M | -33.7% | -31.7% | -2.0% | -25.6% |
| YTD | +101.0% | +45.9% | +55.1% | +78.9% |
| 1Y | +92.7% | +47.0% | +45.7% | +71.3% |
| 3Y | +708.7% | +224.1% | +484.6% | +460.6% |
| 5Y | +504.0% | +238.5% | +265.5% | +306.3% |
| All | +2,064.8% | +508.4% | +1,556.4% | +928.6% |
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