+630.6%
DELL vs MTSI
+231.3%
+399.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +1.0% | +0.1% |
| 7D | +17.1% | +29.1% | -12.0% | +3.7% |
| 30D | -35.1% | -20.4% | -14.7% | -27.8% |
| 3M | -23.3% | -20.9% | -2.4% | -15.5% |
| 6M | +55.8% | -32.3% | +88.1% | +77.5% |
| YTD | +198.0% | +43.5% | +154.5% | +127.2% |
| 1Y | +166.6% | +43.8% | +122.8% | +102.9% |
| 3Y | +427.6% | +218.8% | +208.9% | +156.6% |
| 5Y | +630.6% | +228.3% | +402.3% | +214.0% |
| All | +630.6% | +231.3% | +399.4% | +214.0% |
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