+17.7%
INTC vs MTSI
+183.3%
-165.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +10.8% | -3.1% | +1.5% |
| 7D | -14.4% | -10.0% | -4.4% | -9.6% |
| 30D | -50.2% | -37.2% | -13.1% | -35.3% |
| 3M | -43.6% | -30.1% | -13.6% | -31.9% |
| 6M | -50.2% | -31.9% | -18.3% | -38.5% |
| YTD | +52.5% | +23.2% | +29.3% | +39.9% |
| 1Y | +51.1% | +26.4% | +24.7% | +36.8% |
| 3Y | +50.3% | +186.2% | -135.9% | -15.9% |
| All | +17.7% | +183.3% | -165.6% | -39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling