+1,883.6%
STX vs MTSI
+448.7%
+1,434.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +10.8% | -12.0% | -4.8% |
| 7D | -28.5% | -10.0% | -18.5% | -25.8% |
| 30D | -42.9% | -37.2% | -5.7% | -33.4% |
| 3M | -45.9% | -30.1% | -15.9% | -39.6% |
| 6M | -41.3% | -31.9% | -9.4% | -34.0% |
| YTD | +67.9% | +23.2% | +44.8% | +58.1% |
| 1Y | +66.5% | +26.4% | +40.1% | +55.8% |
| 3Y | +588.0% | +186.2% | +401.8% | +398.2% |
| 5Y | +449.1% | +187.0% | +262.0% | +290.5% |
| All | +1,883.6% | +448.7% | +1,434.9% | +896.8% |
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