+91.9%
GOOG vs MTSI
+183.3%
-91.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +10.8% | -10.1% | -1.9% |
| 7D | +2.1% | -10.0% | +12.0% | +4.0% |
| 30D | -18.3% | -37.2% | +18.9% | -9.3% |
| 3M | -20.3% | -30.1% | +9.7% | -15.1% |
| 6M | -28.1% | -31.9% | +3.8% | -24.9% |
| YTD | -9.3% | +23.2% | -32.5% | -23.5% |
| 1Y | -0.2% | +26.4% | -26.6% | -16.8% |
| 3Y | +118.0% | +186.2% | -68.1% | +23.1% |
| All | +91.9% | +183.3% | -91.4% | +1.4% |
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