+465.0%
JPM vs MTSI
+465.0%
-0.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.6% | +6.6% | +1.8% |
| 7D | +3.5% | +10.0% | -6.5% | +1.8% |
| 30D | +3.3% | -20.3% | +23.6% | +5.9% |
| 3M | -4.2% | -24.4% | +20.2% | -1.6% |
| 6M | +16.4% | -39.2% | +55.6% | +22.3% |
| YTD | +9.5% | +35.5% | -26.0% | -1.0% |
| 1Y | +14.0% | +43.0% | -29.0% | +2.0% |
| 3Y | +153.1% | +196.3% | -43.2% | +93.1% |
| 5Y | +134.9% | +210.0% | -75.2% | +73.7% |
| All | +465.0% | +465.0% | -0.1% | +230.8% |
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