+773.3%
GOOG vs MTSI
+529.6%
+243.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.5% |
| 7D | +1.1% | +4.9% | -3.8% | 0.0% |
| 30D | -5.1% | -11.6% | +6.5% | -2.9% |
| 3M | -7.1% | -24.1% | +17.0% | -2.7% |
| 6M | +12.7% | +32.4% | -19.8% | +2.2% |
| YTD | +7.1% | +60.4% | -53.4% | -7.9% |
| 1Y | +43.6% | +111.0% | -67.4% | +14.9% |
| 3Y | +146.8% | +246.1% | -99.4% | +70.1% |
| 5Y | +133.7% | +340.3% | -206.6% | +49.8% |
| 10Y | +773.3% | +539.5% | +233.8% | +342.6% |
| All | +773.3% | +529.6% | +243.8% | +342.6% |
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 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