-6.4%
SAP vs MTSI
+41.9%
-48.3%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +10.3% | -10.2% | +1.6% |
| 7D | -2.5% | +7.2% | -9.7% | -1.0% |
| 30D | +7.5% | -18.4% | +25.9% | +5.2% |
| 3M | +11.6% | -16.7% | +28.3% | +10.7% |
| 6M | +37.6% | -31.7% | +69.3% | +34.5% |
| YTD | -2.0% | +45.9% | -47.8% | -8.9% |
| 1Y | -6.4% | +47.0% | -53.4% | -13.5% |
| All | -6.4% | +41.9% | -48.3% | -13.5% |
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