+15.8%
LUV vs MTSI
+588.3%
-572.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.1% | -0.8% |
| 7D | +0.7% | +11.1% | -10.4% | -1.4% |
| 30D | -13.4% | -3.7% | -9.8% | -13.1% |
| 3M | -9.6% | -20.2% | +10.7% | -6.5% |
| 6M | -8.9% | +30.8% | -39.7% | -15.4% |
| YTD | -5.2% | +67.0% | -72.2% | -16.5% |
| 1Y | +27.0% | +120.4% | -93.4% | +5.2% |
| 3Y | +39.6% | +260.4% | -220.8% | +2.4% |
| 5Y | -14.4% | +356.3% | -370.7% | -41.0% |
| All | +15.8% | +588.3% | -572.5% | -34.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling