+61.7%
MTSI vs JHX
+44.7%
+17.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +8.3% | -9.3% | -2.4% |
| 7D | -10.7% | +13.3% | -23.9% | -12.8% |
| 30D | -29.0% | +17.1% | -46.1% | -31.2% |
| 3M | -14.7% | +4.1% | -18.8% | -15.3% |
| 6M | -20.1% | +48.5% | -68.6% | -27.6% |
| YTD | +36.1% | +42.3% | -6.2% | +27.6% |
| 1Y | +61.7% | +47.4% | +14.4% | +54.4% |
| All | +61.7% | +44.7% | +17.0% | +54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 1y: compounded portfolio wealth divided by compounded JHX 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…
1y analysis · Full analysis span regression · 6 months rolling