+183.6%
MTSI vs TECH
-40.1%
+223.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +0.2% | +10.7% | +10.8% |
| 7D | -10.0% | +0.2% | -10.2% | -10.0% |
| 30D | -37.2% | +0.3% | -37.5% | -37.3% |
| 3M | -30.1% | +1.3% | -31.4% | -30.4% |
| 6M | -31.9% | +54.0% | -85.9% | -43.1% |
| YTD | +23.2% | +24.3% | -1.1% | +9.2% |
| 1Y | +26.4% | +25.8% | +0.6% | +11.1% |
| 3Y | +186.2% | +26.0% | +160.2% | +132.9% |
| All | +183.6% | -40.1% | +223.7% | +235.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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