+2,071.0%
STX vs MTSI
+512.4%
+1,558.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +9.0% | +0.8% | +6.7% |
| 7D | -14.8% | +3.5% | -18.3% | -15.6% |
| 30D | -35.4% | -30.3% | -5.0% | -27.1% |
| 3M | -37.7% | -26.0% | -11.7% | -31.7% |
| 6M | -35.2% | -36.1% | +0.9% | -25.6% |
| YTD | +84.4% | +34.3% | +50.1% | +68.7% |
| 1Y | +82.3% | +35.3% | +47.0% | +66.6% |
| 3Y | +646.2% | +217.6% | +428.6% | +422.7% |
| 5Y | +487.4% | +210.1% | +277.3% | +306.8% |
| 10Y | +2,071.0% | +471.4% | +1,599.6% | +957.9% |
| All | +2,071.0% | +512.4% | +1,558.7% | +957.9% |
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