+28.9%
MTSI vs ILMN
+79.5%
-50.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +3.6% | +5.4% | +8.0% |
| 7D | +3.5% | -2.6% | +6.1% | +4.7% |
| 30D | -30.3% | -20.6% | -9.7% | -26.5% |
| 3M | -26.0% | +17.5% | -43.5% | -24.9% |
| 6M | -36.1% | +55.6% | -91.7% | -37.7% |
| YTD | +34.3% | +68.3% | -34.0% | +26.4% |
| All | +28.9% | +79.5% | -50.6% | +17.4% |
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