+56.4%
SAP vs MTSI
+320.9%
-264.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.5% | -4.3% | -1.5% |
| 7D | -2.9% | +1.4% | -4.3% | -3.1% |
| 30D | +9.0% | +2.1% | +6.9% | +7.9% |
| 3M | +14.9% | -29.7% | +44.7% | +20.7% |
| 6M | +11.9% | +12.5% | -0.6% | +2.5% |
| YTD | -9.9% | +57.0% | -66.9% | -25.6% |
| 1Y | -19.5% | +103.9% | -123.5% | -39.4% |
| 3Y | +61.8% | +223.6% | -161.8% | -1.5% |
| All | +56.4% | +320.9% | -264.5% | -18.8% |
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