+544.3%
MTSI vs ROKU
+867.7%
-323.5%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.6% | +5.7% | +4.4% |
| 7D | +11.1% | -3.0% | +14.1% | +11.7% |
| 30D | -3.7% | +0.7% | -4.4% | -3.8% |
| 3M | -20.2% | +26.5% | -46.7% | -24.2% |
| 6M | +30.8% | +52.6% | -21.8% | +19.6% |
| YTD | +67.0% | +40.9% | +26.1% | +54.3% |
| 1Y | +120.4% | +57.6% | +62.8% | +98.7% |
| 3Y | +260.4% | +83.2% | +177.2% | +200.5% |
| 5Y | +356.3% | -54.8% | +411.1% | +342.1% |
| All | +544.3% | +867.7% | -323.5% | +387.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 ROKU 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