+132.6%
GOOG vs MTSI
+320.9%
-188.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.5% | -4.5% | -2.0% |
| 7D | -2.1% | +1.4% | -3.5% | -2.5% |
| 30D | -6.8% | +2.1% | -8.9% | -8.4% |
| 3M | -9.1% | -29.7% | +20.6% | -1.6% |
| 6M | +10.7% | +12.5% | -1.8% | +1.5% |
| YTD | +7.1% | +57.0% | -50.0% | -13.0% |
| 1Y | +44.6% | +103.9% | -59.3% | +6.3% |
| 3Y | +147.4% | +223.6% | -76.1% | +42.2% |
| All | +132.6% | +320.9% | -188.3% | +12.2% |
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 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