+3.3%
AVGO vs MTSI
+43.1%
-39.8%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.6% | +7.2% | +6.2% |
| 7D | +25.0% | +29.1% | -4.1% | +13.0% |
| 30D | +2.0% | -20.4% | +22.4% | +9.4% |
| 3M | -12.3% | -20.9% | +8.6% | -6.6% |
| 6M | -12.8% | -32.3% | +19.4% | -2.9% |
| YTD | +5.9% | +43.5% | -37.6% | -22.5% |
| 1Y | +3.3% | +43.8% | -40.5% | -21.9% |
| All | +3.3% | +43.1% | -39.8% | -21.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling