+479.1%
JPM vs MTSI
+454.4%
+24.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.2% |
| 7D | +1.2% | -3.8% | +5.0% | +1.5% |
| 30D | +2.7% | -31.4% | +34.1% | +7.9% |
| 3M | -4.5% | -23.8% | +19.3% | -1.9% |
| 6M | +14.3% | -37.1% | +51.4% | +19.5% |
| YTD | +8.2% | +32.2% | -24.0% | -1.6% |
| 1Y | +10.0% | +26.9% | -16.9% | +0.6% |
| 3Y | +149.0% | +193.7% | -44.8% | +90.4% |
| 5Y | +131.0% | +218.0% | -87.0% | +70.3% |
| 10Y | +479.1% | +477.8% | +1.3% | +246.1% |
| All | +479.1% | +454.4% | +24.7% | +246.1% |
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