+143.3%
DELL vs MTSI
+59.5%
+83.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -1.0% | -7.8% | -8.5% |
| 7D | -24.6% | -10.7% | -13.9% | -21.5% |
| 30D | -32.5% | -29.0% | -3.5% | -25.1% |
| 3M | -20.2% | -14.7% | -5.5% | -16.1% |
| 6M | +76.5% | -20.1% | +96.6% | +79.3% |
| YTD | +198.9% | +36.1% | +162.8% | +163.5% |
| 1Y | +143.3% | +61.7% | +81.6% | +107.4% |
| All | +143.3% | +59.5% | +83.8% | +107.4% |
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 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