+142.1%
IBM vs MTSI
+153.3%
-11.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -18.4% | +15.5% | -1.4% |
| 7D | -4.3% | -24.6% | +20.3% | -2.4% |
| 30D | +11.7% | -45.7% | +57.4% | +16.7% |
| 3M | +5.5% | -27.7% | +33.2% | +7.0% |
| 6M | +9.5% | -37.3% | +46.8% | +10.6% |
| YTD | -14.9% | +11.1% | -26.0% | -22.1% |
| 1Y | -17.4% | +27.2% | -44.5% | -26.3% |
| 3Y | +83.3% | +153.7% | -70.4% | +43.2% |
| 5Y | +142.1% | +159.0% | -16.9% | +77.9% |
| All | +142.1% | +153.3% | -11.3% | +77.9% |
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