+451.3%
MTSI vs ILMN
+60.6%
+390.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +2.5% | +8.4% | +10.0% |
| 7D | -10.0% | -9.7% | -0.3% | -6.1% |
| 30D | -37.2% | -20.4% | -16.8% | -31.6% |
| 3M | -30.1% | +10.0% | -40.1% | -32.9% |
| 6M | -31.9% | +49.5% | -81.4% | -42.0% |
| YTD | +23.2% | +62.5% | -39.3% | +0.5% |
| 1Y | +26.4% | +76.0% | -49.6% | +0.1% |
| 3Y | +186.2% | +94.2% | +92.0% | +102.7% |
| 5Y | +187.0% | -46.3% | +233.4% | +226.9% |
| All | +451.3% | +60.6% | +390.7% | +514.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling