+1,208.8%
MTSI vs ILMN
+348.2%
+860.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.0% | +4.0% |
| 7D | +1.4% | +1.2% | +0.2% | +0.9% |
| 30D | +2.1% | +9.2% | -7.1% | -1.7% |
| 3M | -29.7% | +29.8% | -59.6% | -36.5% |
| 6M | +12.5% | +69.2% | -56.7% | -7.9% |
| YTD | +57.0% | +66.4% | -9.4% | +28.1% |
| 1Y | +103.9% | +123.4% | -19.5% | +46.5% |
| 3Y | +223.6% | +33.2% | +190.4% | +168.2% |
| 5Y | +321.6% | -52.0% | +373.5% | +386.8% |
| 10Y | +517.7% | +33.6% | +484.1% | +389.7% |
| All | +1,208.8% | +348.2% | +860.5% | +568.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling