+23.5%
MTSI vs ROKU
+49.3%
-25.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +0.1% | +10.7% | +10.8% |
| 7D | -10.0% | +3.5% | -13.5% | -10.3% |
| 30D | -37.2% | +5.1% | -42.3% | -37.7% |
| 3M | -30.1% | +7.0% | -37.0% | -30.9% |
| 6M | -31.9% | +25.4% | -57.3% | -34.7% |
| YTD | +23.2% | +48.0% | -24.8% | +12.8% |
| All | +23.5% | +49.3% | -25.8% | +12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling