+468.8%
MTSI vs ILMN
+54.3%
+414.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.2% | -4.4% | -5.1% |
| 7D | +10.0% | -2.9% | +12.9% | +11.2% |
| 30D | -20.3% | -23.8% | +3.5% | -11.8% |
| 3M | -24.4% | +7.5% | -31.9% | -26.7% |
| 6M | -39.2% | +42.8% | -81.9% | -47.3% |
| YTD | +35.5% | +57.8% | -22.3% | +11.7% |
| 1Y | +43.0% | +72.6% | -29.6% | +13.9% |
| 3Y | +196.3% | +129.3% | +66.9% | +96.6% |
| 5Y | +210.0% | -44.5% | +254.5% | +247.9% |
| All | +468.8% | +54.3% | +414.5% | +509.1% |
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 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