+448.6%
LUV vs MTSI
+1,308.1%
-859.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.5% | -1.2% | +1.7% |
| 7D | +0.4% | +1.4% | -1.0% | +0.2% |
| 30D | -18.4% | +2.1% | -20.5% | -19.2% |
| 3M | -3.2% | -29.7% | +26.5% | +2.1% |
| 6M | -14.8% | +12.5% | -27.4% | -18.2% |
| YTD | -2.9% | +57.0% | -59.9% | -12.7% |
| 1Y | +29.6% | +103.9% | -74.3% | +10.3% |
| 3Y | +35.2% | +223.6% | -188.4% | +3.4% |
| 5Y | -11.7% | +321.6% | -333.2% | -36.5% |
| 10Y | +21.6% | +517.7% | -496.1% | -26.4% |
| All | +448.6% | +1,308.1% | -859.5% | +193.4% |
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 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