+539.5%
MTSI vs SONY
+271.8%
+267.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.2% | +6.4% | +4.7% |
| 7D | +4.9% | -5.2% | +10.0% | +8.1% |
| 30D | -11.6% | +0.3% | -11.9% | -12.2% |
| 3M | -24.1% | +6.2% | -30.3% | -28.3% |
| 6M | +32.4% | +9.5% | +22.9% | +21.9% |
| YTD | +60.4% | -8.1% | +68.5% | +64.1% |
| 1Y | +111.0% | -17.9% | +128.9% | +131.4% |
| 3Y | +246.1% | +41.5% | +204.6% | +149.9% |
| 5Y | +340.3% | +11.8% | +328.5% | +269.0% |
| 10Y | +539.5% | +275.4% | +264.1% | +158.5% |
| All | +539.5% | +271.8% | +267.7% | +158.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling