+111.0%
MTSI vs ROKU
+58.7%
+52.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.3% | +2.2% |
| 7D | +4.9% | -0.1% | +5.0% | +4.9% |
| 30D | -11.6% | +1.5% | -13.0% | -11.9% |
| 3M | -24.1% | +25.7% | -49.8% | -27.7% |
| 6M | +32.4% | +54.5% | -22.0% | +18.8% |
| YTD | +60.4% | +43.2% | +17.3% | +47.5% |
| 1Y | +111.0% | +56.3% | +54.7% | +85.7% |
| All | +111.0% | +58.7% | +52.3% | +85.7% |
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