+1,208.8%
MTSI vs JHX
+439.0%
+769.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.6% | +0.9% | +2.6% |
| 7D | +1.4% | +1.5% | -0.1% | +0.8% |
| 30D | +2.1% | +7.2% | -5.1% | -0.6% |
| 3M | -29.7% | +29.9% | -59.7% | -36.3% |
| 6M | +12.5% | +35.4% | -22.8% | -0.4% |
| YTD | +57.0% | +46.5% | +10.6% | +34.8% |
| 1Y | +103.9% | +55.5% | +48.4% | +68.9% |
| 3Y | +223.6% | -0.4% | +224.0% | +183.5% |
| 5Y | +321.6% | -23.3% | +344.9% | +298.9% |
| 10Y | +517.7% | +111.1% | +406.6% | +272.6% |
| All | +1,208.8% | +439.0% | +769.7% | +442.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling