+2,660.6%
AVGO vs MTSI
+465.0%
+2,195.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -5.6% | +0.8% | -2.6% |
| 7D | +18.2% | +10.0% | +8.2% | +13.8% |
| 30D | +0.2% | -20.3% | +20.6% | +8.0% |
| 3M | -16.8% | -24.4% | +7.6% | -9.6% |
| 6M | -16.5% | -39.2% | +22.7% | -2.9% |
| YTD | +0.8% | +35.5% | -34.7% | -15.8% |
| 1Y | +2.8% | +43.0% | -40.2% | -15.7% |
| 3Y | +278.5% | +196.3% | +82.3% | +140.9% |
| 5Y | +573.1% | +210.0% | +363.0% | +314.9% |
| All | +2,660.6% | +465.0% | +2,195.6% | +1,131.9% |
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