+77.2%
SAP vs MTSI
+153.3%
-76.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -18.4% | +19.8% | +3.8% |
| 7D | +4.0% | -24.6% | +28.6% | +7.5% |
| 30D | +15.7% | -45.7% | +61.4% | +24.8% |
| 3M | +23.4% | -27.7% | +51.2% | +25.9% |
| 6M | +41.3% | -37.3% | +78.6% | +43.0% |
| YTD | +2.0% | +11.1% | -9.1% | -13.2% |
| 1Y | -5.1% | +27.2% | -32.3% | -23.0% |
| 3Y | +82.1% | +153.7% | -71.5% | +10.4% |
| 5Y | +77.2% | +159.0% | -81.8% | -0.9% |
| All | +77.2% | +153.3% | -76.2% | -0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling