+1,210.4%
AAPL vs MTSI
+529.6%
+680.9%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.3% | -1.6% |
| 7D | -2.7% | +4.9% | -7.6% | -3.8% |
| 30D | +1.0% | -11.6% | +12.6% | +3.2% |
| 3M | +5.0% | -24.1% | +29.0% | +9.3% |
| 6M | +23.0% | +32.4% | -9.4% | +11.1% |
| YTD | +16.6% | +60.4% | -43.8% | -0.3% |
| 1Y | +33.4% | +111.0% | -77.6% | +5.8% |
| 3Y | +79.9% | +246.1% | -166.3% | +21.5% |
| 5Y | +109.0% | +340.3% | -231.3% | +30.6% |
| 10Y | +1,210.4% | +539.5% | +670.9% | +517.5% |
| All | +1,210.4% | +529.6% | +680.9% | +517.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling