+521.1%
JPM vs MTSI
+448.7%
+72.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +10.8% | -11.7% | -2.5% |
| 7D | -0.8% | -10.0% | +9.2% | +0.5% |
| 30D | +1.5% | -37.2% | +38.7% | +8.1% |
| 3M | -5.7% | -30.1% | +24.4% | -1.8% |
| 6M | +7.2% | -31.9% | +39.1% | +10.3% |
| YTD | +5.8% | +23.2% | -17.4% | -2.7% |
| 1Y | +8.8% | +26.4% | -17.6% | -0.7% |
| 3Y | +147.4% | +186.2% | -38.7% | +89.8% |
| 5Y | +125.3% | +187.0% | -61.7% | +68.8% |
| All | +521.1% | +448.7% | +72.4% | +278.7% |
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