+470.0%
KLAC vs MTSI
+320.9%
+149.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.5% | +3.9% | +4.9% |
| 7D | +5.7% | +1.4% | +4.3% | +4.8% |
| 30D | -3.6% | +2.1% | -5.7% | -6.8% |
| 3M | -12.8% | -29.7% | +16.9% | +11.7% |
| 6M | +26.1% | +12.5% | +13.5% | +14.8% |
| YTD | +53.3% | +57.0% | -3.7% | +10.0% |
| 1Y | +113.7% | +103.9% | +9.8% | +25.2% |
| 3Y | +274.9% | +223.6% | +51.3% | +43.8% |
| All | +470.0% | +320.9% | +149.2% | +69.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling