+262.0%
MTSI vs JHX
-3.0%
+265.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -3.2% | +7.3% | +4.8% |
| 7D | +11.1% | +1.6% | +9.5% | +10.7% |
| 30D | -3.7% | -5.0% | +1.3% | -2.7% |
| 3M | -20.2% | +24.5% | -44.7% | -24.0% |
| 6M | +30.8% | +34.9% | -4.1% | +21.8% |
| YTD | +67.0% | +39.3% | +27.7% | +54.9% |
| 1Y | +120.4% | +48.6% | +71.9% | +101.1% |
| All | +262.0% | -3.0% | +265.0% | +248.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling