+29.9%
AAPL vs MTSI
+59.5%
-29.6%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.0% | +6.3% | +5.3% |
| 7D | +1.7% | -10.7% | +12.3% | +1.5% |
| 30D | +5.0% | -29.0% | +34.0% | +4.6% |
| 3M | +13.1% | -14.7% | +27.8% | +12.6% |
| 6M | +26.5% | -20.1% | +46.6% | +24.6% |
| YTD | +28.9% | +36.1% | -7.2% | +22.6% |
| 1Y | +29.9% | +61.7% | -31.8% | +23.3% |
| All | +29.9% | +59.5% | -29.6% | +23.3% |
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