+138.2%
IBM vs MTSI
+183.3%
-45.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +10.8% | -11.7% | -1.7% |
| 7D | -5.0% | -10.0% | +5.0% | -4.4% |
| 30D | +11.1% | -37.2% | +48.3% | +14.7% |
| 3M | +5.7% | -30.1% | +35.8% | +7.8% |
| 6M | +10.1% | -31.9% | +42.0% | +10.6% |
| YTD | -15.6% | +23.2% | -38.8% | -23.4% |
| 1Y | -19.5% | +26.4% | -45.9% | -27.5% |
| 3Y | +80.4% | +186.2% | -105.8% | +39.4% |
| All | +138.2% | +183.3% | -45.1% | +73.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling