+82.7%
SAP vs MTSI
+153.8%
-71.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -18.4% | +19.8% | +2.2% |
| 7D | +4.0% | -24.6% | +28.6% | +5.1% |
| 30D | +15.7% | -45.7% | +61.4% | +18.9% |
| 3M | +23.4% | -27.7% | +51.2% | +23.9% |
| 6M | +41.3% | -37.3% | +78.6% | +40.0% |
| YTD | +2.0% | +11.1% | -9.1% | -11.6% |
| 1Y | -5.1% | +27.2% | -32.3% | -20.9% |
| All | +82.7% | +153.8% | -71.1% | +21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling