-23.6%
KLAC vs MTSI
-31.6%
+8.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +10.8% | -4.1% | -0.2% |
| 7D | -12.3% | -10.0% | -2.3% | -6.7% |
| 30D | -29.6% | -37.2% | +7.6% | -6.8% |
| 3M | -28.2% | -30.1% | +1.8% | -13.6% |
| 6M | -23.6% | -31.9% | +8.3% | +6.3% |
| All | -23.6% | -31.6% | +8.0% | +6.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling