+1,841.8%
MSFT vs MTSI
+1,308.1%
+533.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.5% | -5.5% | -2.7% |
| 7D | -2.7% | +1.4% | -4.1% | -3.0% |
| 30D | +2.7% | +2.1% | +0.6% | +1.7% |
| 3M | +17.0% | -29.7% | +46.7% | +23.1% |
| 6M | +23.8% | +12.5% | +11.3% | +17.0% |
| YTD | +4.0% | +57.0% | -53.0% | -8.9% |
| 1Y | -0.8% | +103.9% | -104.7% | -18.4% |
| 3Y | +55.6% | +223.6% | -168.0% | +13.3% |
| 5Y | +72.9% | +321.6% | -248.7% | +17.6% |
| 10Y | +875.8% | +517.7% | +358.1% | +446.0% |
| All | +1,841.8% | +1,308.1% | +533.7% | +851.6% |
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