+61.7%
MTSI vs ILMN
+92.1%
-30.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.9% | +3.9% | 0.0% |
| 7D | -10.7% | -21.6% | +10.9% | -6.5% |
| 30D | -29.0% | -22.9% | -6.1% | -25.8% |
| 3M | -14.7% | +11.6% | -26.3% | -13.4% |
| 6M | -20.1% | +62.5% | -82.6% | -23.2% |
| YTD | +36.1% | +72.7% | -36.6% | +28.3% |
| 1Y | +61.7% | +93.9% | -32.1% | +48.1% |
| All | +61.7% | +92.1% | -30.4% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 1y: compounded portfolio wealth divided by compounded ILMN 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…
1y analysis · Full analysis span regression · 6 months rolling