+363.5%
SE vs MTSI
+511.8%
-148.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.6% | +6.7% | +3.0% |
| 7D | -0.5% | +10.0% | -10.5% | -4.1% |
| 30D | -20.9% | -20.3% | -0.6% | -16.6% |
| 3M | -38.9% | -24.4% | -14.5% | -35.6% |
| 6M | -19.4% | -39.2% | +19.8% | -11.4% |
| YTD | -40.9% | +35.5% | -76.4% | -53.4% |
| 1Y | -46.2% | +43.0% | -89.2% | -58.5% |
| 3Y | +63.7% | +196.3% | -132.5% | -10.5% |
| 5Y | -77.9% | +210.0% | -288.0% | -88.2% |
| All | +363.5% | +511.8% | -148.3% | +82.7% |
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