+471.4%
MTSI vs ILMN
+61.7%
+409.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +3.6% | +5.4% | +7.7% |
| 7D | +3.5% | -2.6% | +6.1% | +5.1% |
| 30D | -30.3% | -20.6% | -9.7% | -24.0% |
| 3M | -26.0% | +17.5% | -43.5% | -30.5% |
| 6M | -36.1% | +55.6% | -91.7% | -46.3% |
| YTD | +34.3% | +68.3% | -34.0% | +8.2% |
| 1Y | +35.3% | +81.1% | -45.8% | +6.0% |
| 3Y | +217.6% | +112.2% | +105.5% | +117.3% |
| 5Y | +210.1% | -42.6% | +252.7% | +244.5% |
| 10Y | +471.4% | +70.5% | +400.9% | +515.1% |
| All | +471.4% | +61.7% | +409.7% | +515.1% |
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