+196.3%
MTSI vs JBL
+100.1%
+96.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.2% | -3.4% | -3.9% |
| 7D | +10.0% | +6.3% | +3.7% | +5.5% |
| 30D | -20.3% | -13.5% | -6.9% | -9.9% |
| 3M | -24.4% | -31.3% | +6.9% | +0.2% |
| 6M | -39.2% | -28.4% | -10.7% | -20.7% |
| YTD | +35.5% | +11.6% | +23.9% | +32.7% |
| 1Y | +43.0% | +26.1% | +16.9% | +30.1% |
| 3Y | +196.3% | +97.4% | +98.9% | +103.4% |
| All | +196.3% | +100.1% | +96.1% | +103.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling