+149.6%
IBM vs MTSI
+448.7%
-299.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +10.8% | -11.7% | -2.1% |
| 7D | -5.0% | -10.0% | +5.0% | -4.1% |
| 30D | +11.1% | -37.2% | +48.3% | +16.6% |
| 3M | +5.7% | -30.1% | +35.8% | +8.9% |
| 6M | +10.1% | -31.9% | +42.0% | +11.9% |
| YTD | -15.6% | +23.2% | -38.8% | -22.2% |
| 1Y | -19.5% | +26.4% | -45.9% | -26.2% |
| 3Y | +80.4% | +186.2% | -105.8% | +43.1% |
| 5Y | +140.0% | +187.0% | -47.1% | +86.4% |
| All | +149.6% | +448.7% | -299.1% | +55.4% |
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 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