+205.0%
KLAC vs MTSI
+221.5%
-16.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -1.3% |
| 7D | +21.2% | +29.1% | -7.9% | +3.1% |
| 30D | -14.5% | -20.4% | +5.9% | -2.9% |
| 3M | -24.4% | -20.9% | -3.5% | -15.8% |
| 6M | -12.9% | -32.3% | +19.3% | +8.2% |
| YTD | +29.9% | +43.5% | -13.5% | -0.1% |
| 1Y | +31.9% | +43.8% | -11.9% | +1.1% |
| All | +205.0% | +221.5% | -16.6% | +25.2% |
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