+9.3%
SBUX vs MTSI
+181.3%
-172.0%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.8% | -11.5% | -1.8% |
| 7D | +1.7% | -10.0% | +11.7% | +2.5% |
| 30D | +12.6% | -37.2% | +49.8% | +17.5% |
| 3M | +0.8% | -30.1% | +30.9% | +3.5% |
| 6M | +0.2% | -31.9% | +32.1% | +1.5% |
| YTD | +27.4% | +23.2% | +4.3% | +14.9% |
| 1Y | +31.5% | +26.4% | +5.1% | +17.5% |
| 3Y | +9.3% | +186.2% | -176.9% | -22.6% |
| All | +9.3% | +181.3% | -172.0% | -22.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling