+5,911.1%
ANET vs MTSI
+1,135.0%
+4,776.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.6% | +6.7% | +5.6% |
| 7D | +29.8% | +29.1% | +0.7% | +18.6% |
| 30D | +1.0% | -20.4% | +21.4% | +9.0% |
| 3M | -1.8% | -20.9% | +19.1% | +5.3% |
| 6M | +45.0% | -32.3% | +77.2% | +61.8% |
| YTD | +57.7% | +43.5% | +14.2% | +33.9% |
| 1Y | +53.1% | +43.8% | +9.3% | +29.9% |
| 3Y | +299.6% | +218.8% | +80.8% | +160.3% |
| 5Y | +528.8% | +228.3% | +300.4% | +300.1% |
| 10Y | +3,737.6% | +502.6% | +3,234.9% | +1,642.9% |
| All | +5,911.1% | +1,135.0% | +4,776.1% | +2,135.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling