+103.9%
MTSI vs JHX
+56.2%
+47.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.6% | +0.9% | +2.9% |
| 7D | +1.4% | +1.5% | -0.1% | +1.0% |
| 30D | +2.1% | +7.2% | -5.1% | +0.5% |
| 3M | -29.7% | +29.9% | -59.7% | -33.7% |
| 6M | +12.5% | +35.4% | -22.8% | +2.5% |
| YTD | +57.0% | +46.5% | +10.6% | +45.1% |
| 1Y | +103.9% | +55.5% | +48.4% | +90.8% |
| All | +103.9% | +56.2% | +47.7% | +90.8% |
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