+541.1%
LUV vs MTSI
+1,104.2%
-563.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +9.0% | -4.9% | +2.5% |
| 7D | +5.3% | +3.5% | +1.8% | +4.2% |
| 30D | +11.1% | -30.3% | +41.5% | +17.3% |
| 3M | -1.1% | -26.0% | +24.9% | +2.6% |
| 6M | +13.1% | -36.1% | +49.2% | +19.1% |
| YTD | +13.5% | +34.3% | -20.8% | +3.3% |
| 1Y | +45.2% | +35.3% | +10.0% | +31.7% |
| 3Y | +111.4% | +217.6% | -106.2% | +59.9% |
| 5Y | -0.9% | +210.1% | -211.0% | -26.2% |
| 10Y | +23.7% | +471.4% | -447.7% | -25.0% |
| All | +541.1% | +1,104.2% | -563.1% | +247.1% |
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 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