+71.0%
AAPL vs MTSI
+224.7%
-153.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.5% | -6.0% | -3.0% |
| 7D | +0.1% | +1.4% | -1.3% | -0.1% |
| 30D | +3.0% | +2.1% | +0.9% | +2.1% |
| 3M | +2.9% | -29.7% | +32.6% | +7.4% |
| 6M | +22.1% | +12.5% | +9.6% | +15.1% |
| YTD | +18.0% | +57.0% | -39.0% | +2.9% |
| 1Y | +33.9% | +103.9% | -70.0% | +8.7% |
| All | +71.0% | +224.7% | -153.7% | +14.8% |
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