+3.2%
MSFT vs MTSI
+43.1%
-40.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.4% |
| 7D | -2.4% | +29.1% | -31.5% | -2.7% |
| 30D | -3.8% | -20.4% | +16.6% | -4.3% |
| 3M | +6.4% | -20.9% | +27.3% | +6.1% |
| 6M | +28.8% | -32.3% | +61.0% | +23.9% |
| YTD | +8.8% | +43.5% | -34.7% | +2.9% |
| 1Y | +3.2% | +43.8% | -40.6% | -3.1% |
| All | +3.2% | +43.1% | -40.0% | -3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling