+106.4%
INTC vs MTSI
+454.4%
-348.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.5% |
| 7D | -4.0% | -3.8% | -0.2% | -2.8% |
| 30D | -44.5% | -31.4% | -13.1% | -36.2% |
| 3M | -40.4% | -23.8% | -16.6% | -34.4% |
| 6M | -53.5% | -37.1% | -16.4% | -44.8% |
| YTD | +57.5% | +32.2% | +25.3% | +47.7% |
| 1Y | +51.2% | +26.9% | +24.2% | +43.6% |
| 3Y | +51.6% | +193.7% | -142.2% | +9.9% |
| 5Y | +23.5% | +218.0% | -194.6% | -14.1% |
| 10Y | +106.4% | +477.8% | -371.4% | +3.2% |
| All | +106.4% | +454.4% | -348.0% | +3.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling