+541.4%
LUV vs MTSI
+1,085.8%
-544.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.6% | +0.3% |
| 7D | +6.6% | -3.8% | +10.4% | +6.9% |
| 30D | +11.2% | -31.4% | +42.6% | +17.7% |
| 3M | +3.6% | -23.8% | +27.4% | +6.9% |
| 6M | +13.1% | -37.1% | +50.2% | +19.5% |
| YTD | +13.6% | +32.2% | -18.6% | +3.6% |
| 1Y | +44.4% | +26.9% | +17.4% | +32.5% |
| 3Y | +113.2% | +193.7% | -80.5% | +63.6% |
| 5Y | +1.5% | +218.0% | -216.5% | -24.6% |
| 10Y | +20.2% | +477.8% | -457.6% | -27.2% |
| All | +541.4% | +1,085.8% | -544.4% | +248.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling