+1,752.7%
GOOG vs MTSI
+1,004.6%
+748.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +10.8% | -10.1% | -1.4% |
| 7D | +2.1% | -10.0% | +12.0% | +3.6% |
| 30D | -18.3% | -37.2% | +18.9% | -11.1% |
| 3M | -20.3% | -30.1% | +9.7% | -16.1% |
| 6M | -28.1% | -31.9% | +3.8% | -25.2% |
| YTD | -9.3% | +23.2% | -32.5% | -17.9% |
| 1Y | -0.2% | +26.4% | -26.6% | -10.2% |
| 3Y | +118.0% | +186.2% | -68.1% | +59.8% |
| 5Y | +92.1% | +187.0% | -95.0% | +38.3% |
| 10Y | +652.3% | +460.4% | +191.9% | +323.1% |
| All | +1,752.7% | +1,004.6% | +748.1% | +815.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling