+560.9%
AVGO vs MTSI
+209.3%
+351.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.5% | +5.4% | +4.8% |
| 7D | 0.0% | -3.8% | +3.8% | +1.3% |
| 30D | -8.2% | -31.4% | +23.2% | +10.9% |
| 3M | -21.3% | -23.8% | +2.5% | -12.3% |
| 6M | -22.5% | -37.1% | +14.5% | -6.3% |
| YTD | -3.6% | +32.2% | -35.8% | -30.5% |
| 1Y | -6.7% | +26.9% | -33.6% | -30.8% |
| 3Y | +258.1% | +193.7% | +64.4% | +50.3% |
| 5Y | +560.9% | +218.0% | +342.8% | +152.8% |
| All | +560.9% | +209.3% | +351.6% | +152.8% |
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