+170.3%
INTC vs MTSI
+896.6%
-726.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -18.4% | +8.0% | -4.5% |
| 7D | -43.2% | -24.6% | -18.7% | -37.5% |
| 30D | -53.6% | -45.7% | -7.8% | -43.5% |
| 3M | -48.3% | -27.7% | -20.5% | -42.9% |
| 6M | -51.7% | -37.3% | -14.4% | -43.5% |
| YTD | +41.6% | +11.1% | +30.5% | +41.8% |
| 1Y | +36.1% | +27.2% | +9.0% | +31.2% |
| 3Y | +39.3% | +153.7% | -114.4% | +11.0% |
| 5Y | +10.6% | +159.0% | -148.3% | -13.6% |
| 10Y | +90.4% | +405.6% | -315.2% | +13.4% |
| All | +170.3% | +896.6% | -726.3% | +44.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling