-24.4%
GOOGL vs MTSI
-30.9%
+6.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +10.3% | -8.2% | +1.6% |
| 7D | +1.6% | +7.2% | -5.6% | +1.0% |
| 30D | -16.8% | -18.4% | +1.6% | -16.9% |
| 3M | -14.6% | -16.7% | +2.1% | -14.5% |
| 6M | -24.4% | -31.7% | +7.3% | -23.6% |
| All | -24.4% | -30.9% | +6.5% | -23.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling