+270.8%
KLAC vs MTSI
+224.7%
+46.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.5% | +3.9% | +5.1% |
| 7D | +5.7% | +1.4% | +4.3% | +4.9% |
| 30D | -3.6% | +2.1% | -5.7% | -6.5% |
| 3M | -12.8% | -29.7% | +16.9% | +10.0% |
| 6M | +26.1% | +12.5% | +13.5% | +17.2% |
| YTD | +53.3% | +57.0% | -3.7% | +15.4% |
| 1Y | +113.7% | +103.9% | +9.8% | +34.1% |
| All | +270.8% | +224.7% | +46.1% | +55.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling