+183.6%
MTSI vs JBL
+270.2%
-86.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +1.2% | +9.7% | +10.0% |
| 7D | -10.0% | -12.3% | +2.3% | -0.2% |
| 30D | -37.2% | -20.2% | -17.0% | -25.2% |
| 3M | -30.1% | -30.6% | +0.6% | -8.1% |
| 6M | -31.9% | -35.8% | +3.9% | -5.2% |
| YTD | +23.2% | +4.9% | +18.2% | +24.0% |
| 1Y | +26.4% | +11.3% | +15.1% | +22.5% |
| 3Y | +186.2% | +89.1% | +97.0% | +87.8% |
| All | +183.6% | +270.2% | -86.6% | +3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling