+1,019.2%
MTSI vs JBL
+978.5%
+40.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +5.6% | +3.4% | +5.3% |
| 7D | +3.5% | -5.2% | +8.7% | +8.2% |
| 30D | -30.3% | -17.5% | -12.8% | -19.8% |
| 3M | -26.0% | -26.0% | 0.0% | -8.5% |
| 6M | -36.1% | -28.9% | -7.2% | -17.9% |
| YTD | +34.3% | +10.8% | +23.4% | +29.8% |
| 1Y | +35.3% | +18.3% | +17.0% | +25.5% |
| 3Y | +217.6% | +102.2% | +115.4% | +102.1% |
| 5Y | +210.1% | +303.2% | -93.1% | +24.7% |
| 10Y | +471.4% | +1,152.0% | -680.6% | +21.2% |
| All | +1,019.2% | +978.5% | +40.8% | +160.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling