+103.2%
IBM vs MTSI
+1,308.1%
-1,204.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.4% | -0.3% |
| 7D | -0.3% | +1.4% | -1.7% | -0.5% |
| 30D | +0.3% | +2.1% | -1.8% | -0.4% |
| 3M | -21.6% | -29.7% | +8.1% | -19.1% |
| 6M | -4.7% | +12.5% | -17.2% | -8.6% |
| YTD | -19.1% | +57.0% | -76.1% | -26.2% |
| 1Y | -2.5% | +103.9% | -106.4% | -14.6% |
| 3Y | +74.2% | +223.6% | -149.4% | +40.4% |
| 5Y | +113.1% | +321.6% | -208.4% | +62.7% |
| 10Y | +133.5% | +517.7% | -384.2% | +50.5% |
| All | +103.2% | +1,308.1% | -1,204.9% | +19.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling