+2,047.5%
KLAC vs MTSI
+448.7%
+1,598.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +10.8% | -4.1% | +1.5% |
| 7D | -12.3% | -10.0% | -2.3% | -8.0% |
| 30D | -29.6% | -37.2% | +7.6% | -13.1% |
| 3M | -28.2% | -30.1% | +1.8% | -16.8% |
| 6M | -23.6% | -31.9% | +8.3% | -9.5% |
| YTD | +14.4% | +23.2% | -8.8% | +2.8% |
| 1Y | +15.4% | +26.4% | -11.0% | +2.4% |
| 3Y | +184.3% | +186.2% | -1.8% | +73.5% |
| 5Y | +248.9% | +187.0% | +61.8% | +111.6% |
| All | +2,047.5% | +448.7% | +1,598.8% | +771.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling