+1,122.0%
DELL vs MTSI
+331.9%
+790.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.3% | +0.9% |
| 7D | +25.6% | +4.9% | +20.7% | +22.9% |
| 30D | +17.7% | -11.6% | +29.2% | +23.7% |
| 3M | +33.4% | -24.1% | +57.5% | +47.7% |
| 6M | +266.2% | +32.4% | +233.8% | +201.3% |
| YTD | +328.0% | +60.4% | +267.6% | +213.8% |
| 1Y | +339.6% | +111.0% | +228.6% | +175.5% |
| 3Y | +694.6% | +246.1% | +448.5% | +280.6% |
| 5Y | +1,122.0% | +340.3% | +781.7% | +393.7% |
| All | +1,122.0% | +331.9% | +790.1% | +393.7% |
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