+142.7%
AAPL vs MTSI
+236.8%
-94.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +10.3% | -8.3% | +0.1% |
| 7D | +1.8% | +7.2% | -5.4% | -0.2% |
| 30D | +4.3% | -18.4% | +22.7% | +7.3% |
| 3M | +16.6% | -16.7% | +33.3% | +18.0% |
| 6M | +21.6% | -31.7% | +53.3% | +26.6% |
| YTD | +31.2% | +45.9% | -14.7% | +7.7% |
| 1Y | +29.6% | +47.0% | -17.4% | +5.7% |
| 3Y | +93.1% | +224.1% | -131.0% | +9.6% |
| All | +142.7% | +236.8% | -94.0% | +29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling