+601.9%
AXP vs MTSI
+1,308.1%
-706.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.5% | -4.6% | -1.7% |
| 7D | -2.1% | +1.4% | -3.5% | -2.4% |
| 30D | -6.5% | +2.1% | -8.6% | -7.5% |
| 3M | +4.6% | -29.7% | +34.4% | +10.1% |
| 6M | +5.4% | +12.5% | -7.1% | +0.1% |
| YTD | -11.1% | +57.0% | -68.1% | -21.6% |
| 1Y | -0.3% | +103.9% | -104.2% | -17.1% |
| 3Y | +111.6% | +223.6% | -112.0% | +57.1% |
| 5Y | +117.6% | +321.6% | -204.0% | +51.3% |
| 10Y | +474.1% | +517.7% | -43.6% | +228.1% |
| All | +601.9% | +1,308.1% | -706.3% | +253.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling