+231.9%
MTSI vs JBL
+173.1%
+58.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.5% | +1.9% | +2.5% |
| 7D | +1.4% | +3.0% | -1.6% | -0.6% |
| 30D | +2.1% | -8.3% | +10.3% | +8.5% |
| 3M | -29.7% | -16.9% | -12.8% | -20.0% |
| 6M | +12.5% | +21.8% | -9.2% | +1.9% |
| YTD | +57.0% | +36.3% | +20.7% | +33.0% |
| 1Y | +103.9% | +49.5% | +54.4% | +63.4% |
| All | +231.9% | +173.1% | +58.7% | +97.7% |
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