+143.6%
IBM vs MTSI
+539.0%
-395.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +10.3% | -8.8% | +0.3% |
| 7D | -1.7% | +7.2% | -8.9% | -2.9% |
| 30D | +10.1% | -18.4% | +28.5% | +12.0% |
| 3M | +4.8% | -16.7% | +21.5% | +5.7% |
| 6M | +12.6% | -31.7% | +44.3% | +14.9% |
| YTD | -13.9% | +45.9% | -59.8% | -22.3% |
| 1Y | -18.7% | +47.0% | -65.7% | -26.8% |
| 3Y | +81.9% | +224.1% | -142.2% | +42.2% |
| 5Y | +148.3% | +238.5% | -90.2% | +88.8% |
| 10Y | +143.6% | +512.7% | -369.1% | +44.9% |
| All | +143.6% | +539.0% | -395.4% | +44.9% |
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