+64.1%
MSFT vs MTSI
+183.3%
-119.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +10.8% | -11.8% | -3.1% |
| 7D | +1.7% | -10.0% | +11.7% | +3.4% |
| 30D | +0.2% | -37.2% | +37.4% | +8.9% |
| 3M | +6.4% | -30.1% | +36.4% | +12.0% |
| 6M | +28.7% | -31.9% | +60.6% | +32.0% |
| YTD | +10.4% | +23.2% | -12.8% | -6.5% |
| 1Y | +7.6% | +26.4% | -18.8% | -10.0% |
| 3Y | +52.3% | +186.2% | -133.8% | -11.6% |
| All | +64.1% | +183.3% | -119.2% | -9.4% |
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