+105.0%
AXP vs MTSI
+227.4%
-122.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.4% |
| 7D | +4.6% | -10.7% | +15.3% | +6.8% |
| 30D | +9.7% | -29.0% | +38.7% | +16.7% |
| 3M | -3.8% | -14.7% | +10.9% | -3.1% |
| 6M | +4.8% | -20.1% | +24.9% | +4.3% |
| YTD | -9.1% | +36.1% | -45.2% | -24.3% |
| 1Y | -6.7% | +61.7% | -68.5% | -27.0% |
| 3Y | +125.2% | +210.7% | -85.5% | +32.1% |
| 5Y | +105.0% | +212.8% | -107.9% | +7.8% |
| All | +105.0% | +227.4% | -122.5% | +7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling