+126.0%
GOOGL vs MTSI
+203.6%
-77.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.6% | +4.6% | 0.0% |
| 7D | +3.9% | +10.0% | -6.1% | +2.0% |
| 30D | -14.9% | -20.3% | +5.4% | -12.3% |
| 3M | -14.6% | -24.4% | +9.9% | -11.8% |
| 6M | -26.4% | -39.2% | +12.7% | -21.5% |
| YTD | -5.3% | +35.5% | -40.8% | -18.2% |
| 1Y | +6.5% | +43.0% | -36.6% | -9.5% |
| 3Y | +126.0% | +196.3% | -70.2% | +62.3% |
| All | +126.0% | +203.6% | -77.5% | +62.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling