-5.1%
SAP vs MTSI
+35.9%
-41.0%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.6% | +5.9% | -0.4% |
| 7D | +0.6% | +10.0% | -9.4% | +2.1% |
| 30D | +6.5% | -20.3% | +26.9% | +4.0% |
| 3M | +12.2% | -24.4% | +36.7% | +9.7% |
| 6M | +46.1% | -39.2% | +85.2% | +41.2% |
| YTD | -1.6% | +35.5% | -37.1% | -9.6% |
| 1Y | -5.1% | +43.0% | -48.1% | -14.0% |
| All | -5.1% | +35.9% | -41.0% | -14.0% |
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