+90.9%
AAPL vs MTSI
+196.3%
-105.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.5% |
| 7D | +5.0% | -3.8% | +8.8% | +5.2% |
| 30D | +3.5% | -31.4% | +34.9% | +7.3% |
| 3M | +13.1% | -23.8% | +36.8% | +15.0% |
| 6M | +19.0% | -37.1% | +56.1% | +23.3% |
| YTD | +28.5% | +32.2% | -3.7% | +12.9% |
| 1Y | +29.7% | +26.9% | +2.8% | +14.6% |
| All | +90.9% | +196.3% | -105.4% | +31.5% |
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 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