+1,982.6%
MSFT vs MTSI
+896.6%
+1,086.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -18.4% | +14.8% | -0.2% |
| 7D | +1.1% | -24.6% | +25.7% | +6.1% |
| 30D | +1.3% | -45.7% | +47.0% | +12.4% |
| 3M | +10.2% | -27.7% | +37.9% | +14.7% |
| 6M | +30.8% | -37.3% | +68.1% | +37.3% |
| YTD | +11.5% | +11.1% | +0.4% | +2.7% |
| 1Y | +6.5% | +27.2% | -20.6% | -5.0% |
| 3Y | +55.5% | +153.7% | -98.2% | +16.7% |
| 5Y | +66.2% | +159.0% | -92.8% | +22.0% |
| 10Y | +928.0% | +405.6% | +522.4% | +494.1% |
| All | +1,982.6% | +896.6% | +1,086.0% | +973.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling