+2,300.3%
AVGO vs MTSI
+512.4%
+1,788.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +9.0% | -0.2% | +5.3% |
| 7D | -0.9% | +3.5% | -4.4% | -2.5% |
| 30D | -11.6% | -30.3% | +18.7% | +0.3% |
| 3M | -25.2% | -26.0% | +0.8% | -18.0% |
| 6M | -25.4% | -36.1% | +10.6% | -14.9% |
| YTD | -7.2% | +34.3% | -41.5% | -22.1% |
| 1Y | -7.9% | +35.3% | -43.2% | -22.7% |
| 3Y | +262.1% | +217.6% | +44.5% | +125.9% |
| 5Y | +525.7% | +210.1% | +315.6% | +286.6% |
| 10Y | +2,300.3% | +471.4% | +1,828.9% | +916.9% |
| All | +2,300.3% | +512.4% | +1,788.0% | +916.9% |
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