-12.5%
LUV vs MTSI
+331.9%
-344.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.2% | -4.6% | -3.0% |
| 7D | +3.1% | +4.9% | -1.8% | +1.8% |
| 30D | -17.4% | -11.6% | -5.8% | -15.0% |
| 3M | -4.9% | -24.1% | +19.2% | +1.0% |
| 6M | -5.7% | +32.4% | -38.1% | -16.2% |
| YTD | -5.2% | +60.4% | -65.6% | -21.1% |
| 1Y | +24.1% | +111.0% | -86.9% | -6.2% |
| 3Y | +39.6% | +246.1% | -206.5% | -16.1% |
| 5Y | -12.5% | +340.3% | -352.8% | -55.5% |
| All | -12.5% | +331.9% | -344.3% | -55.5% |
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 2021-09-08 to 2026-09-08: 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling