+103.9%
MTSI vs JBL
+52.3%
+51.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.5% | +1.9% | +2.2% |
| 7D | +1.4% | +3.0% | -1.6% | -1.1% |
| 30D | +2.1% | -8.3% | +10.3% | +10.1% |
| 3M | -29.7% | -16.9% | -12.8% | -18.1% |
| 6M | +12.5% | +21.8% | -9.2% | -1.1% |
| YTD | +57.0% | +36.3% | +20.7% | +27.2% |
| 1Y | +103.9% | +49.5% | +54.4% | +54.1% |
| All | +103.9% | +52.3% | +51.6% | +54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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