+330.2%
SAP vs MTSI
+1,120.6%
-790.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.2% | +4.4% |
| 7D | +1.3% | -10.7% | +12.0% | +2.9% |
| 30D | +15.5% | -29.0% | +44.5% | +20.9% |
| 3M | +22.8% | -14.7% | +37.5% | +23.5% |
| 6M | +42.5% | -20.1% | +62.5% | +41.7% |
| YTD | +0.5% | +36.1% | -35.6% | -10.5% |
| 1Y | -5.9% | +61.7% | -67.7% | -19.3% |
| 3Y | +79.5% | +210.7% | -131.1% | +33.2% |
| 5Y | +75.3% | +212.8% | -137.5% | +27.6% |
| 10Y | +228.9% | +519.2% | -290.3% | +91.3% |
| All | +330.2% | +1,120.6% | -790.4% | +128.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling