+539.5%
MTSI vs JBL
+1,439.8%
-900.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +1.8% |
| 7D | +4.9% | +4.4% | +0.5% | +1.8% |
| 30D | -11.6% | -8.4% | -3.1% | -5.7% |
| 3M | -24.1% | -14.2% | -9.9% | -14.5% |
| 6M | +32.4% | +29.6% | +2.8% | +11.9% |
| YTD | +60.4% | +37.1% | +23.4% | +30.3% |
| 1Y | +111.0% | +49.5% | +61.5% | +60.4% |
| 3Y | +246.1% | +192.7% | +53.5% | +54.3% |
| 5Y | +340.3% | +411.3% | -71.0% | +27.9% |
| 10Y | +539.5% | +1,447.6% | -908.1% | -2.9% |
| All | +539.5% | +1,439.8% | -900.2% | -2.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling