+236.6%
SAP vs MTSI
+465.0%
-228.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.6% | +5.9% | +1.2% |
| 7D | +0.6% | +10.0% | -9.4% | -1.0% |
| 30D | +6.5% | -20.3% | +26.9% | +9.1% |
| 3M | +12.2% | -24.4% | +36.7% | +14.8% |
| 6M | +46.1% | -39.2% | +85.2% | +52.3% |
| YTD | -1.6% | +35.5% | -37.1% | -14.2% |
| 1Y | -5.1% | +43.0% | -48.1% | -18.3% |
| 3Y | +68.4% | +196.3% | -127.9% | +20.5% |
| 5Y | +79.4% | +210.0% | -130.6% | +24.3% |
| All | +236.6% | +465.0% | -228.5% | +81.6% |
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