+136.8%
GOOGL vs MTSI
+320.9%
-184.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.5% | -4.6% | -2.0% |
| 7D | -2.3% | +1.4% | -3.7% | -2.7% |
| 30D | -6.6% | +2.1% | -8.6% | -8.2% |
| 3M | -8.9% | -29.7% | +20.8% | -1.5% |
| 6M | +11.9% | +12.5% | -0.7% | +2.5% |
| YTD | +8.3% | +57.0% | -48.7% | -12.0% |
| 1Y | +46.2% | +103.9% | -57.7% | +7.5% |
| 3Y | +151.9% | +223.6% | -71.7% | +45.0% |
| All | +136.8% | +320.9% | -184.1% | +14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling