+692.8%
GOOGL vs MTSI
+465.0%
+227.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.6% | +4.6% | +0.2% |
| 7D | +3.9% | +10.0% | -6.1% | +1.5% |
| 30D | -14.9% | -20.3% | +5.4% | -11.6% |
| 3M | -14.6% | -24.4% | +9.9% | -11.2% |
| 6M | -26.4% | -39.2% | +12.7% | -21.1% |
| YTD | -5.3% | +35.5% | -40.8% | -17.3% |
| 1Y | +6.5% | +43.0% | -36.6% | -8.4% |
| 3Y | +126.0% | +196.3% | -70.2% | +57.4% |
| 5Y | +100.8% | +210.0% | -109.2% | +35.2% |
| All | +692.8% | +465.0% | +227.8% | +305.6% |
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 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