+61.7%
MTSI vs SONY
-6.4%
+68.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.2% | -0.6% |
| 7D | -10.7% | +2.9% | -13.5% | -10.2% |
| 30D | -29.0% | +10.2% | -39.2% | -28.3% |
| 3M | -14.7% | +16.1% | -30.8% | -14.2% |
| 6M | -20.1% | +32.1% | -52.2% | -22.1% |
| YTD | +36.1% | +1.4% | +34.7% | +44.5% |
| 1Y | +61.7% | -7.0% | +68.8% | +78.6% |
| All | +61.7% | -6.4% | +68.1% | +78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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