+131.9%
JPM vs MTSI
+247.2%
-115.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +10.3% | -9.9% | -1.1% |
| 7D | -2.5% | +7.2% | -9.7% | -3.8% |
| 30D | +2.7% | -18.4% | +21.2% | +5.0% |
| 3M | -4.7% | -16.7% | +12.0% | -3.6% |
| 6M | +15.6% | -31.7% | +47.3% | +19.2% |
| YTD | +8.6% | +45.9% | -37.3% | -4.9% |
| 1Y | +10.9% | +47.0% | -36.1% | -3.3% |
| 3Y | +149.9% | +224.1% | -74.2% | +72.6% |
| 5Y | +131.9% | +238.5% | -106.6% | +45.7% |
| All | +131.9% | +247.2% | -115.3% | +45.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling