+3.0%
SBUX vs MTSI
+183.3%
-180.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.8% | -11.5% | -2.6% |
| 7D | +1.7% | -10.0% | +11.7% | +3.1% |
| 30D | +12.6% | -37.2% | +49.8% | +21.3% |
| 3M | +0.8% | -30.1% | +30.9% | +5.5% |
| 6M | +0.2% | -31.9% | +32.1% | +2.8% |
| YTD | +27.4% | +23.2% | +4.3% | +10.1% |
| 1Y | +31.5% | +26.4% | +5.1% | +12.2% |
| 3Y | +9.3% | +186.2% | -176.9% | -34.1% |
| All | +3.0% | +183.3% | -180.3% | -43.3% |
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