+65.7%
INTC vs MTSI
+226.9%
-161.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +10.3% | -2.8% | +1.3% |
| 7D | +7.3% | +7.2% | +0.1% | +2.1% |
| 30D | -38.3% | -18.4% | -19.9% | -30.6% |
| 3M | -36.0% | -16.7% | -19.3% | -30.1% |
| 6M | -51.7% | -31.7% | -20.0% | -40.6% |
| YTD | +69.4% | +45.9% | +23.5% | +42.0% |
| 1Y | +65.0% | +47.0% | +18.0% | +37.8% |
| All | +65.7% | +226.9% | -161.2% | -12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling