+43.8%
MTSI vs ILMN
+70.7%
-26.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | -0.1% | -1.2% |
| 7D | +29.1% | +0.7% | +28.4% | +29.0% |
| 30D | -20.4% | -22.7% | +2.3% | -14.9% |
| 3M | -20.9% | +8.6% | -29.5% | -18.2% |
| 6M | -32.3% | +43.8% | -76.1% | -32.7% |
| YTD | +43.5% | +59.8% | -16.3% | +36.8% |
| 1Y | +43.8% | +71.8% | -28.0% | +33.1% |
| All | +43.8% | +70.7% | -26.8% | +33.1% |
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