+506.0%
JPM vs MTSI
+512.4%
-6.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +9.0% | -6.7% | +0.9% |
| 7D | +0.4% | +3.5% | -3.1% | -0.5% |
| 30D | +2.7% | -30.3% | +33.0% | +7.6% |
| 3M | -3.8% | -26.0% | +22.2% | -0.8% |
| 6M | +14.3% | -36.1% | +50.4% | +19.2% |
| YTD | +8.2% | +34.3% | -26.1% | -1.8% |
| 1Y | +11.0% | +35.3% | -24.3% | +0.3% |
| 3Y | +152.7% | +217.6% | -65.0% | +90.8% |
| 5Y | +130.8% | +210.1% | -79.3% | +71.0% |
| 10Y | +506.0% | +471.4% | +34.5% | +269.7% |
| All | +506.0% | +512.4% | -6.4% | +269.7% |
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