+1,759.2%
GOOG vs MTSI
+1,085.8%
+673.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.1% |
| 7D | +2.4% | -3.8% | +6.2% | +2.6% |
| 30D | -18.1% | -31.4% | +13.3% | -12.6% |
| 3M | -19.9% | -23.8% | +3.9% | -17.1% |
| 6M | -28.2% | -37.1% | +8.9% | -23.9% |
| YTD | -9.0% | +32.2% | -41.3% | -18.8% |
| 1Y | -1.7% | +26.9% | -28.6% | -11.6% |
| 3Y | +114.5% | +193.7% | -79.2% | +56.4% |
| 5Y | +96.2% | +218.0% | -121.9% | +38.4% |
| 10Y | +654.4% | +477.8% | +176.6% | +320.5% |
| All | +1,759.2% | +1,085.8% | +673.4% | +805.0% |
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