+1,019.2%
MTSI vs SONY
+593.6%
+425.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.2% | +8.8% | +8.9% |
| 7D | +3.5% | +6.1% | -2.6% | +0.1% |
| 30D | -30.3% | +12.2% | -42.5% | -34.6% |
| 3M | -26.0% | +15.3% | -41.3% | -31.8% |
| 6M | -36.1% | +34.3% | -70.4% | -45.8% |
| YTD | +34.3% | +5.7% | +28.6% | +26.4% |
| 1Y | +35.3% | -2.3% | +37.6% | +31.9% |
| 3Y | +217.6% | +67.1% | +150.5% | +135.7% |
| 5Y | +210.1% | +13.0% | +197.1% | +172.2% |
| 10Y | +471.4% | +372.1% | +99.4% | +215.1% |
| All | +1,019.2% | +593.6% | +425.6% | +505.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling