-0.9%
LUV vs MTSI
+208.2%
-209.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +9.0% | -4.9% | +2.0% |
| 7D | +5.3% | +3.5% | +1.8% | +3.8% |
| 30D | +11.1% | -30.3% | +41.5% | +19.9% |
| 3M | -1.1% | -26.0% | +24.9% | +4.0% |
| 6M | +13.1% | -36.1% | +49.2% | +21.6% |
| YTD | +13.5% | +34.3% | -20.8% | -3.7% |
| 1Y | +45.2% | +35.3% | +10.0% | +22.4% |
| 3Y | +111.4% | +217.6% | -106.2% | +25.0% |
| 5Y | -0.9% | +210.1% | -211.0% | -47.6% |
| All | -0.9% | +208.2% | -209.1% | -47.6% |
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