+234.3%
MTSI vs SONY
+46.4%
+187.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.1% | +4.0% |
| 7D | +1.4% | -1.2% | +2.6% | +1.7% |
| 30D | +2.1% | +9.4% | -7.4% | -1.0% |
| 3M | -29.7% | +10.5% | -40.2% | -32.4% |
| 6M | +12.5% | +11.7% | +0.8% | +7.4% |
| YTD | +57.0% | -4.1% | +61.1% | +59.3% |
| 1Y | +103.9% | -11.8% | +115.7% | +114.8% |
| All | +234.3% | +46.4% | +187.9% | +178.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling