+163.8%
JPM vs MTSI
+224.7%
-60.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.5% | -4.4% | -1.3% |
| 7D | +0.3% | +1.4% | -1.1% | +0.1% |
| 30D | -0.2% | +2.1% | -2.3% | -0.8% |
| 3M | +15.9% | -29.7% | +45.6% | +19.6% |
| 6M | +20.9% | +12.5% | +8.4% | +15.7% |
| YTD | +12.9% | +57.0% | -44.1% | +1.7% |
| 1Y | +20.3% | +103.9% | -83.6% | +2.7% |
| All | +163.8% | +224.7% | -60.9% | +101.9% |
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 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