-39.4%
STX vs MTSI
-35.1%
-4.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -18.4% | +2.1% | -5.7% |
| 7D | -33.4% | -24.6% | -8.8% | -21.6% |
| 30D | -42.1% | -45.7% | +3.6% | -19.9% |
| 3M | -44.3% | -27.7% | -16.5% | -35.8% |
| 6M | -39.4% | -37.3% | -2.1% | -15.6% |
| All | -39.4% | -35.1% | -4.3% | -15.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling