+14.0%
JPM vs MTSI
+35.9%
-21.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.6% | +6.6% | +1.1% |
| 7D | +3.5% | +10.0% | -6.5% | +3.2% |
| 30D | +3.3% | -20.3% | +23.6% | +3.5% |
| 3M | -4.2% | -24.4% | +20.2% | -4.0% |
| 6M | +16.4% | -39.2% | +55.6% | +15.7% |
| YTD | +9.5% | +35.5% | -26.0% | +8.4% |
| 1Y | +14.0% | +43.0% | -29.0% | +11.9% |
| All | +14.0% | +35.9% | -21.9% | +11.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling