+144.8%
IBM vs MTSI
+498.4%
-353.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.2% |
| 7D | -0.3% | +29.1% | -29.4% | -3.4% |
| 30D | +6.8% | -20.4% | +27.2% | +8.9% |
| 3M | +4.4% | -20.9% | +25.3% | +5.9% |
| 6M | +13.2% | -32.3% | +45.4% | +15.6% |
| YTD | -15.1% | +43.5% | -58.6% | -23.3% |
| 1Y | -20.2% | +43.8% | -64.0% | -27.9% |
| 3Y | +79.3% | +218.8% | -139.5% | +40.4% |
| 5Y | +147.5% | +228.3% | -80.9% | +88.9% |
| All | +144.8% | +498.4% | -353.6% | +46.3% |
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 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