+2,628.7%
AVGO vs MTSI
+514.0%
+2,114.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.3% | -1.1% |
| 7D | -3.0% | +1.4% | -4.3% | -3.5% |
| 30D | -14.4% | +2.1% | -16.5% | -16.0% |
| 3M | -14.4% | -29.7% | +15.3% | -3.7% |
| 6M | +13.1% | +12.5% | +0.6% | +4.6% |
| YTD | +3.8% | +57.0% | -53.2% | -16.4% |
| 1Y | +17.8% | +103.9% | -86.1% | -14.4% |
| 3Y | +325.3% | +223.6% | +101.7% | +166.2% |
| 5Y | +689.9% | +321.6% | +368.4% | +350.1% |
| All | +2,628.7% | +514.0% | +2,114.6% | +1,089.3% |
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