+159.0%
MTSI vs ILMN
-49.5%
+208.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -8.2% | -10.2% | -15.8% |
| 7D | -24.6% | -28.3% | +3.7% | -16.6% |
| 30D | -45.7% | -24.0% | -21.8% | -40.8% |
| 3M | -27.7% | +4.1% | -31.8% | -28.9% |
| 6M | -37.3% | +49.6% | -86.9% | -45.1% |
| YTD | +11.1% | +58.6% | -47.5% | -5.4% |
| 1Y | +27.2% | +69.9% | -42.7% | +5.8% |
| 3Y | +153.7% | +82.9% | +70.8% | +93.2% |
| 5Y | +159.0% | -47.6% | +206.6% | +195.5% |
| All | +159.0% | -49.5% | +208.5% | +195.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling