+38.0%
DELL vs MTSI
-31.6%
+69.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +10.8% | -7.2% | -0.8% |
| 7D | -22.6% | -10.0% | -12.6% | -19.0% |
| 30D | -43.2% | -37.2% | -6.0% | -33.7% |
| 3M | -24.8% | -30.1% | +5.2% | -15.3% |
| 6M | +38.0% | -31.9% | +69.9% | +76.6% |
| All | +38.0% | -31.6% | +69.6% | +76.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling