+73.2%
STX vs MTSI
+32.8%
+40.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +9.0% | +0.8% | +4.3% |
| 7D | -14.8% | +3.5% | -18.3% | -16.5% |
| 30D | -35.4% | -30.3% | -5.0% | -20.5% |
| 3M | -37.7% | -26.0% | -11.7% | -27.5% |
| 6M | -35.2% | -36.1% | +0.9% | -17.6% |
| YTD | +84.4% | +34.3% | +50.1% | +35.8% |
| All | +73.2% | +32.8% | +40.4% | +31.7% |
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