+93.9%
INTC vs MTSI
+320.9%
-227.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.5% | +1.0% | +2.6% |
| 7D | +7.1% | +1.4% | +5.7% | +6.3% |
| 30D | -5.2% | +2.1% | -7.3% | -7.5% |
| 3M | -14.3% | -29.7% | +15.4% | +4.3% |
| 6M | +110.2% | +12.5% | +97.6% | +99.9% |
| YTD | +159.6% | +57.0% | +102.6% | +109.6% |
| 1Y | +289.3% | +103.9% | +185.4% | +173.7% |
| 3Y | +166.1% | +223.6% | -57.5% | +39.2% |
| All | +93.9% | +320.9% | -227.0% | -17.3% |
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