-10.3%
LUV vs MTSI
+322.7%
-333.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.5% | -1.2% | +1.4% |
| 7D | +0.4% | +1.4% | -1.0% | 0.0% |
| 30D | -18.4% | +2.1% | -20.5% | -19.6% |
| 3M | -3.2% | -29.7% | +26.5% | +4.7% |
| 6M | -14.8% | +12.5% | -27.4% | -20.7% |
| YTD | -2.9% | +57.0% | -59.9% | -18.7% |
| 1Y | +29.6% | +103.9% | -74.3% | -1.1% |
| 3Y | +35.2% | +223.6% | -188.4% | -16.9% |
| All | -10.3% | +322.7% | -333.0% | -54.1% |
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