-16.7%
IBM vs MTSI
+35.9%
-52.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.6% | +6.6% | +0.7% |
| 7D | +1.6% | +10.0% | -8.4% | +2.3% |
| 30D | +9.2% | -20.3% | +29.5% | +7.3% |
| 3M | +4.9% | -24.4% | +29.4% | +3.1% |
| 6M | +16.8% | -39.2% | +55.9% | +13.4% |
| YTD | -14.3% | +35.5% | -49.8% | -22.3% |
| 1Y | -16.7% | +43.0% | -59.7% | -25.4% |
| All | -16.7% | +35.9% | -52.6% | -25.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling