+115.5%
IBM vs MTSI
+320.9%
-205.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.4% | -0.2% |
| 7D | -0.3% | +1.4% | -1.7% | -0.4% |
| 30D | +0.3% | +2.1% | -1.8% | -0.3% |
| 3M | -21.6% | -29.7% | +8.1% | -19.4% |
| 6M | -4.7% | +12.5% | -17.2% | -9.3% |
| YTD | -19.1% | +57.0% | -76.1% | -27.3% |
| 1Y | -2.5% | +103.9% | -106.4% | -16.5% |
| 3Y | +74.2% | +223.6% | -149.4% | +35.8% |
| All | +115.5% | +320.9% | -205.4% | +54.4% |
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 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