+2,584.7%
AVGO vs MTSI
+539.0%
+2,045.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +10.3% | -6.3% | 0.0% |
| 7D | +6.1% | +7.2% | -1.1% | +2.7% |
| 30D | -2.7% | -18.4% | +15.8% | +3.9% |
| 3M | -16.9% | -16.7% | -0.2% | -13.0% |
| 6M | -19.1% | -31.7% | +12.6% | -10.2% |
| YTD | +0.3% | +45.9% | -45.6% | -18.6% |
| 1Y | -1.2% | +47.0% | -48.2% | -19.8% |
| 3Y | +272.4% | +224.1% | +48.4% | +129.2% |
| 5Y | +579.0% | +238.5% | +340.5% | +305.4% |
| 10Y | +2,584.7% | +512.7% | +2,072.0% | +1,061.9% |
| All | +2,584.7% | +539.0% | +2,045.7% | +1,061.9% |
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