+183.6%
MTSI vs SONY
+10.8%
+172.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -2.0% | +12.8% | +11.6% |
| 7D | -10.0% | +6.7% | -16.7% | -13.1% |
| 30D | -37.2% | +14.8% | -52.0% | -41.8% |
| 3M | -30.1% | +16.9% | -46.9% | -36.1% |
| 6M | -31.9% | +30.2% | -62.1% | -42.2% |
| YTD | +23.2% | +5.5% | +17.7% | +17.0% |
| 1Y | +26.4% | -4.6% | +31.0% | +26.9% |
| 3Y | +186.2% | +57.2% | +128.9% | +103.0% |
| All | +183.6% | +10.8% | +172.8% | +147.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling