+149.0%
JPM vs MTSI
+210.0%
-61.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.2% |
| 7D | +1.2% | -3.8% | +5.0% | +1.4% |
| 30D | +2.7% | -31.4% | +34.1% | +6.2% |
| 3M | -4.5% | -23.8% | +19.3% | -2.8% |
| 6M | +14.3% | -37.1% | +51.4% | +17.7% |
| YTD | +8.2% | +32.2% | -24.0% | -1.7% |
| 1Y | +10.0% | +26.9% | -16.9% | +0.5% |
| 3Y | +149.0% | +193.7% | -44.8% | +91.5% |
| All | +149.0% | +210.0% | -61.1% | +91.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling