+2,505.9%
DELL vs MTSI
+448.7%
+2,057.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +10.8% | -7.2% | +0.3% |
| 7D | -22.6% | -10.0% | -12.6% | -19.9% |
| 30D | -43.2% | -37.2% | -6.0% | -34.5% |
| 3M | -24.8% | -30.1% | +5.2% | -16.4% |
| 6M | +38.0% | -31.9% | +69.9% | +51.1% |
| YTD | +163.7% | +23.2% | +140.6% | +140.2% |
| 1Y | +122.5% | +26.4% | +96.2% | +101.1% |
| 3Y | +377.0% | +186.2% | +190.8% | +242.8% |
| 5Y | +542.6% | +187.0% | +355.5% | +351.0% |
| All | +2,505.9% | +448.7% | +2,057.2% | +1,279.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling