+223.3%
INTC vs MTSI
+1,208.2%
-984.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +10.3% | -2.8% | +4.2% |
| 7D | +7.3% | +7.2% | +0.1% | +4.8% |
| 30D | -38.3% | -18.4% | -19.9% | -34.0% |
| 3M | -36.0% | -16.7% | -19.3% | -32.3% |
| 6M | -51.7% | -31.7% | -20.0% | -45.4% |
| YTD | +69.4% | +45.9% | +23.5% | +55.5% |
| 1Y | +65.0% | +47.0% | +18.0% | +51.3% |
| 3Y | +63.0% | +224.1% | -161.1% | +19.9% |
| 5Y | +33.4% | +238.5% | -205.2% | -4.4% |
| 10Y | +121.2% | +512.7% | -391.5% | +22.3% |
| All | +223.3% | +1,208.2% | -984.9% | +58.4% |
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