+66.2%
MSFT vs MTSI
+153.3%
-87.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -18.4% | +14.8% | +0.1% |
| 7D | +1.1% | -24.6% | +25.7% | +6.6% |
| 30D | +1.3% | -45.7% | +47.0% | +13.5% |
| 3M | +10.2% | -27.7% | +37.9% | +14.8% |
| 6M | +30.8% | -37.3% | +68.1% | +36.4% |
| YTD | +11.5% | +11.1% | +0.4% | -3.5% |
| 1Y | +6.5% | +27.2% | -20.6% | -12.3% |
| 3Y | +55.5% | +153.7% | -98.2% | -7.1% |
| 5Y | +66.2% | +159.0% | -92.8% | -6.7% |
| All | +66.2% | +153.3% | -87.2% | -6.7% |
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