+42.5%
SAP vs MTSI
-18.6%
+61.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.2% | +4.0% |
| 7D | +1.3% | -10.7% | +12.0% | -1.0% |
| 30D | +15.5% | -29.0% | +44.5% | +8.0% |
| 3M | +22.8% | -14.7% | +37.5% | +21.5% |
| 6M | +42.5% | -20.1% | +62.5% | +42.5% |
| All | +42.5% | -18.6% | +61.1% | +42.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling