-6.4%
SAP vs MTSI
+38.8%
-45.3%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +10.8% | -15.0% | -2.5% |
| 7D | -0.7% | -10.0% | +9.3% | -1.6% |
| 30D | +11.1% | -37.2% | +48.3% | +4.7% |
| 3M | +17.0% | -30.1% | +47.1% | +13.1% |
| 6M | +34.8% | -31.9% | +66.7% | +28.1% |
| YTD | -2.2% | +23.2% | -25.4% | -10.2% |
| 1Y | -6.4% | +26.4% | -32.8% | -14.5% |
| All | -6.4% | +38.8% | -45.3% | -14.5% |
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