+596.2%
STX vs MTSI
+153.8%
+442.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -18.4% | +2.1% | -6.8% |
| 7D | -33.4% | -24.6% | -8.8% | -22.8% |
| 30D | -42.1% | -45.7% | +3.6% | -21.7% |
| 3M | -44.3% | -27.7% | -16.5% | -35.9% |
| 6M | -39.4% | -37.3% | -2.1% | -25.1% |
| YTD | +70.0% | +11.1% | +58.8% | +62.4% |
| 1Y | +70.2% | +27.2% | +43.0% | +54.0% |
| All | +596.2% | +153.8% | +442.4% | +375.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling