+57.4%
INTC vs MTSI
+59.5%
-2.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.0% | -2.8% | -3.1% |
| 7D | -39.0% | -10.7% | -28.4% | -33.0% |
| 30D | -49.8% | -29.0% | -20.9% | -36.7% |
| 3M | -42.2% | -14.7% | -27.5% | -37.6% |
| 6M | -39.2% | -20.1% | -19.1% | -27.9% |
| YTD | +57.9% | +36.1% | +21.8% | +44.9% |
| 1Y | +57.4% | +61.7% | -4.4% | +33.0% |
| All | +57.4% | +59.5% | -2.2% | +33.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling