+214.8%
SAP vs MTSI
+448.7%
-233.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +10.8% | -15.0% | -5.8% |
| 7D | -0.7% | -10.0% | +9.3% | +0.4% |
| 30D | +11.1% | -37.2% | +48.3% | +18.2% |
| 3M | +17.0% | -30.1% | +47.1% | +21.2% |
| 6M | +34.8% | -31.9% | +66.7% | +36.8% |
| YTD | -2.2% | +23.2% | -25.4% | -13.3% |
| 1Y | -6.4% | +26.4% | -32.8% | -17.7% |
| 3Y | +75.1% | +186.2% | -111.0% | +25.9% |
| 5Y | +69.8% | +187.0% | -117.2% | +19.3% |
| All | +214.8% | +448.7% | -233.9% | +72.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling