+474.0%
AVGO vs MTSI
+183.3%
+290.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +10.8% | -10.1% | -5.2% |
| 7D | -9.9% | -10.0% | +0.1% | -5.5% |
| 30D | -22.0% | -37.2% | +15.2% | -1.1% |
| 3M | -30.0% | -30.1% | 0.0% | -18.3% |
| 6M | -30.7% | -31.9% | +1.2% | -21.3% |
| YTD | -14.7% | +23.2% | -37.9% | -36.1% |
| 1Y | -16.8% | +26.4% | -43.2% | -38.7% |
| 3Y | +244.4% | +186.2% | +58.3% | +46.5% |
| All | +474.0% | +183.3% | +290.7% | +133.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling