+3.3%
MSFT vs MTSI
+41.9%
-38.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +10.3% | -12.6% | -2.4% |
| 7D | -6.2% | +7.2% | -13.4% | -6.3% |
| 30D | -3.7% | -18.4% | +14.7% | -4.2% |
| 3M | +3.6% | -16.7% | +20.3% | +3.4% |
| 6M | +26.8% | -31.7% | +58.5% | +22.0% |
| YTD | +8.4% | +45.9% | -37.4% | +2.5% |
| 1Y | +3.3% | +47.0% | -43.7% | -3.0% |
| All | +3.3% | +41.9% | -38.6% | -3.0% |
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 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