+375.1%
MTSI vs ROKU
+915.9%
-540.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +0.1% | +10.7% | +10.8% |
| 7D | -10.0% | +3.5% | -13.5% | -10.5% |
| 30D | -37.2% | +5.1% | -42.3% | -37.8% |
| 3M | -30.1% | +7.0% | -37.0% | -31.1% |
| 6M | -31.9% | +25.4% | -57.3% | -35.3% |
| YTD | +23.2% | +48.0% | -24.8% | +12.6% |
| 1Y | +26.4% | +53.1% | -26.7% | +14.6% |
| 3Y | +186.2% | +92.7% | +93.5% | +138.1% |
| 5Y | +187.0% | -42.4% | +229.4% | +167.0% |
| All | +375.1% | +915.9% | -540.9% | +255.6% |
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