+66.1%
INTC vs MTSI
+35.9%
+30.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.6% | +3.1% | +1.5% |
| 7D | +6.0% | +10.0% | -4.0% | -1.3% |
| 30D | -39.2% | -20.3% | -18.9% | -28.8% |
| 3M | -42.9% | -24.4% | -18.5% | -32.3% |
| 6M | -50.4% | -39.2% | -11.2% | -30.5% |
| YTD | +61.7% | +35.5% | +26.2% | +36.1% |
| 1Y | +66.1% | +43.0% | +23.1% | +33.1% |
| All | +66.1% | +35.9% | +30.3% | +33.1% |
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