+588.0%
STX vs MTSI
+181.3%
+406.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +10.8% | -12.0% | -6.7% |
| 7D | -28.5% | -10.0% | -18.5% | -24.6% |
| 30D | -42.9% | -37.2% | -5.7% | -28.5% |
| 3M | -45.9% | -30.1% | -15.9% | -36.8% |
| 6M | -41.3% | -31.9% | -9.4% | -30.8% |
| YTD | +67.9% | +23.2% | +44.8% | +51.6% |
| 1Y | +66.5% | +26.4% | +40.1% | +49.0% |
| 3Y | +588.0% | +186.2% | +401.8% | +343.9% |
| All | +588.0% | +181.3% | +406.7% | +343.9% |
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 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