-5.9%
SAP vs MTSI
+59.5%
-65.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.2% | +4.1% |
| 7D | +1.3% | -10.7% | +12.0% | -0.3% |
| 30D | +15.5% | -29.0% | +44.5% | +10.3% |
| 3M | +22.8% | -14.7% | +37.5% | +21.5% |
| 6M | +42.5% | -20.1% | +62.5% | +37.0% |
| YTD | +0.5% | +36.1% | -35.6% | -3.9% |
| 1Y | -5.9% | +61.7% | -67.7% | -9.8% |
| All | -5.9% | +59.5% | -65.5% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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