+662.9%
GOOG vs MTSI
+479.2%
+183.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | 0.0% |
| 7D | +2.4% | -3.8% | +6.2% | +2.6% |
| 30D | -18.1% | -31.4% | +13.3% | -12.1% |
| 3M | -19.9% | -23.8% | +3.9% | -16.9% |
| 6M | -28.2% | -37.1% | +8.9% | -23.5% |
| YTD | -9.0% | +32.2% | -41.3% | -20.0% |
| 1Y | -1.7% | +26.9% | -28.6% | -12.8% |
| 3Y | +114.5% | +193.7% | -79.2% | +50.1% |
| 5Y | +96.2% | +218.0% | -121.9% | +31.9% |
| All | +662.9% | +479.2% | +183.7% | +294.2% |
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