+106.9%
MTSI vs JHX
+44.3%
+62.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.5% | -2.3% | -4.2% |
| 7D | +4.8% | -4.9% | +9.7% | +5.9% |
| 30D | -9.2% | -9.3% | +0.1% | -7.3% |
| 3M | -23.1% | +28.1% | -51.2% | -27.3% |
| 6M | +23.5% | +35.2% | -11.7% | +13.3% |
| YTD | +59.1% | +35.9% | +23.2% | +49.1% |
| 1Y | +106.9% | +42.5% | +64.3% | +98.1% |
| All | +106.9% | +44.3% | +62.5% | +98.1% |
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