+244.4%
AVGO vs MTSI
+181.3%
+63.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +10.8% | -10.1% | -5.1% |
| 7D | -9.9% | -10.0% | +0.1% | -5.5% |
| 30D | -22.0% | -37.2% | +15.2% | -1.6% |
| 3M | -30.0% | -30.1% | 0.0% | -18.6% |
| 6M | -30.7% | -31.9% | +1.2% | -21.6% |
| YTD | -14.7% | +23.2% | -37.9% | -37.9% |
| 1Y | -16.8% | +26.4% | -43.2% | -40.5% |
| 3Y | +244.4% | +186.2% | +58.3% | +31.4% |
| All | +244.4% | +181.3% | +63.1% | +31.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling