+118.8%
GOOGL vs MTSI
+210.0%
-91.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.3% | 0.0% |
| 7D | +2.6% | -3.8% | +6.5% | +2.9% |
| 30D | -18.3% | -31.4% | +13.1% | -13.6% |
| 3M | -19.6% | -23.8% | +4.2% | -17.1% |
| 6M | -28.2% | -37.1% | +8.9% | -24.1% |
| YTD | -8.0% | +32.2% | -40.2% | -20.1% |
| 1Y | -0.7% | +26.9% | -27.6% | -13.0% |
| 3Y | +118.8% | +193.7% | -74.9% | +58.4% |
| All | +118.8% | +210.0% | -91.2% | +58.4% |
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