+10,717.6%
AVGO vs MTSI
+896.6%
+9,821.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -18.4% | +7.9% | -3.7% |
| 7D | -15.5% | -24.6% | +9.1% | -6.5% |
| 30D | -22.4% | -45.7% | +23.3% | -4.0% |
| 3M | -30.2% | -27.7% | -2.4% | -23.3% |
| 6M | -31.6% | -37.3% | +5.7% | -21.9% |
| YTD | -15.3% | +11.1% | -26.4% | -22.8% |
| 1Y | -18.2% | +27.2% | -45.4% | -29.1% |
| 3Y | +241.2% | +153.7% | +87.5% | +136.6% |
| 5Y | +469.8% | +159.0% | +310.8% | +287.5% |
| 10Y | +2,106.2% | +405.6% | +1,700.6% | +943.5% |
| All | +10,717.6% | +896.6% | +9,821.0% | +4,023.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling