+455.5%
AXP vs MTSI
+395.1%
+60.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -18.4% | +16.1% | +1.2% |
| 7D | +0.4% | -24.6% | +25.0% | +5.4% |
| 30D | +7.0% | -45.7% | +52.8% | +19.0% |
| 3M | -6.6% | -27.7% | +21.2% | -3.1% |
| 6M | +3.5% | -37.3% | +40.8% | +8.5% |
| YTD | -11.2% | +11.1% | -22.3% | -19.1% |
| 1Y | -10.2% | +27.2% | -37.3% | -20.9% |
| 3Y | +120.0% | +153.7% | -33.6% | +61.5% |
| 5Y | +95.6% | +159.0% | -63.4% | +39.6% |
| All | +455.5% | +395.1% | +60.4% | +206.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 10y: compounded portfolio wealth divided by compounded MTSI 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…
10y analysis · Full analysis span regression · 6 months rolling