+238.5%
MTSI vs TECH
-41.3%
+279.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | 0.0% | +10.4% | +10.3% |
| 7D | +7.2% | +0.1% | +7.1% | +7.2% |
| 30D | -18.4% | +0.3% | -18.8% | -18.5% |
| 3M | -16.7% | +1.0% | -17.7% | -17.0% |
| 6M | -31.7% | +54.0% | -85.7% | -42.9% |
| YTD | +45.9% | +24.3% | +21.6% | +29.3% |
| 1Y | +47.0% | +23.7% | +23.3% | +30.3% |
| 3Y | +224.1% | +28.5% | +195.6% | +160.8% |
| 5Y | +238.5% | -41.2% | +279.7% | +302.6% |
| All | +238.5% | -41.3% | +279.8% | +302.6% |
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