+15.8%
LUV vs MTSI
+555.4%
-539.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.8% | +4.8% | +1.0% |
| 7D | -0.1% | +4.8% | -4.9% | -1.1% |
| 30D | -14.6% | -9.2% | -5.4% | -13.3% |
| 3M | -5.7% | -23.1% | +17.4% | -1.9% |
| 6M | -8.4% | +23.5% | -31.9% | -14.0% |
| YTD | -5.1% | +59.1% | -64.2% | -15.7% |
| 1Y | +26.6% | +106.9% | -80.3% | +6.1% |
| 3Y | +39.7% | +243.2% | -203.5% | +3.4% |
| 5Y | -12.0% | +324.5% | -336.6% | -38.5% |
| All | +15.8% | +555.4% | -539.5% | -33.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling