+424.5%
SBUX vs MTSI
+1,004.6%
-580.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.8% | -11.5% | -2.3% |
| 7D | +1.7% | -10.0% | +11.7% | +2.9% |
| 30D | +12.6% | -37.2% | +49.8% | +19.6% |
| 3M | +0.8% | -30.1% | +30.9% | +4.6% |
| 6M | +0.2% | -31.9% | +32.1% | +2.8% |
| YTD | +27.4% | +23.2% | +4.3% | +17.5% |
| 1Y | +31.5% | +26.4% | +5.1% | +20.4% |
| 3Y | +9.3% | +186.2% | -176.9% | -15.0% |
| 5Y | +1.5% | +187.0% | -185.5% | -22.5% |
| 10Y | +147.9% | +460.4% | -312.5% | +55.0% |
| All | +424.5% | +1,004.6% | -580.2% | +200.2% |
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 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