-48.8%
SE vs MTSI
+59.5%
-108.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.0% | +5.5% | +4.5% |
| 7D | +6.7% | -10.7% | +17.3% | +7.0% |
| 30D | -17.2% | -29.0% | +11.8% | -16.5% |
| 3M | -28.0% | -14.7% | -13.3% | -27.8% |
| 6M | -6.1% | -20.1% | +14.0% | -8.8% |
| YTD | -37.1% | +36.1% | -73.3% | -45.7% |
| 1Y | -48.8% | +61.7% | -110.5% | -59.0% |
| All | -48.8% | +59.5% | -108.3% | -59.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling