+130.1%
SBUX vs MTSI
+513.8%
-383.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.5% | -4.7% | -1.8% |
| 7D | -3.1% | +1.4% | -4.5% | -3.4% |
| 30D | -0.9% | +2.1% | -3.0% | -1.7% |
| 3M | +11.6% | -29.7% | +41.3% | +16.9% |
| 6M | +8.8% | +12.5% | -3.7% | +3.8% |
| YTD | +26.3% | +57.0% | -30.7% | +12.9% |
| 1Y | +23.1% | +103.9% | -80.8% | +4.1% |
| 3Y | +15.0% | +223.6% | -208.6% | -13.1% |
| 5Y | +0.4% | +321.6% | -321.2% | -28.8% |
| All | +130.1% | +513.8% | -383.6% | +31.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling