+107.5%
LUV vs MTSI
+203.6%
-96.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.6% | +4.9% | +0.5% |
| 7D | +1.1% | +10.0% | -8.9% | -0.9% |
| 30D | +14.2% | -20.3% | +34.6% | +18.1% |
| 3M | +0.6% | -24.4% | +25.1% | +4.4% |
| 6M | +15.1% | -39.2% | +54.2% | +24.1% |
| YTD | +10.2% | +35.5% | -25.3% | -4.7% |
| 1Y | +38.4% | +43.0% | -4.6% | +17.6% |
| 3Y | +107.5% | +196.3% | -88.8% | +30.4% |
| All | +107.5% | +203.6% | -96.1% | +30.4% |
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 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