+98.7%
INTC vs MTSI
+448.7%
-350.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +10.8% | -3.1% | +3.7% |
| 7D | -14.4% | -10.0% | -4.4% | -11.2% |
| 30D | -50.2% | -37.2% | -13.1% | -40.9% |
| 3M | -43.6% | -30.1% | -13.6% | -35.9% |
| 6M | -50.2% | -31.9% | -18.3% | -42.4% |
| YTD | +52.5% | +23.2% | +29.3% | +46.8% |
| 1Y | +51.1% | +26.4% | +24.7% | +44.4% |
| 3Y | +50.3% | +186.2% | -135.9% | +10.5% |
| 5Y | +19.2% | +187.0% | -167.9% | -14.2% |
| All | +98.7% | +448.7% | -350.0% | +1.8% |
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