+81.9%
IBM vs MTSI
+153.8%
-71.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -18.4% | +15.5% | -1.9% |
| 7D | -4.3% | -24.6% | +20.3% | -3.0% |
| 30D | +11.7% | -45.7% | +57.4% | +14.9% |
| 3M | +5.5% | -27.7% | +33.2% | +6.4% |
| 6M | +9.5% | -37.3% | +46.8% | +9.4% |
| YTD | -14.9% | +11.1% | -26.0% | -23.4% |
| 1Y | -17.4% | +27.2% | -44.5% | -27.7% |
| All | +81.9% | +153.8% | -71.9% | +34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling