+62.4%
MSFT vs MTSI
+206.4%
-144.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.6% | +5.7% | +1.3% |
| 7D | -1.3% | +10.0% | -11.3% | -3.4% |
| 30D | -1.8% | -20.3% | +18.5% | +1.6% |
| 3M | +5.6% | -24.4% | +30.1% | +9.4% |
| 6M | +29.8% | -39.2% | +69.0% | +37.9% |
| YTD | +9.0% | +35.5% | -26.5% | -9.6% |
| 1Y | +4.9% | +43.0% | -38.1% | -14.7% |
| 3Y | +46.2% | +196.3% | -150.0% | -14.8% |
| All | +62.4% | +206.4% | -144.0% | -11.2% |
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