+365.7%
SE vs MTSI
+456.2%
-90.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +10.8% | -10.7% | -3.4% |
| 7D | +2.0% | -10.0% | +12.0% | +4.7% |
| 30D | -20.0% | -37.2% | +17.2% | -8.3% |
| 3M | -31.8% | -30.1% | -1.7% | -26.0% |
| 6M | -15.9% | -31.9% | +16.0% | -11.8% |
| YTD | -40.6% | +23.2% | -63.8% | -51.4% |
| 1Y | -50.7% | +26.4% | -77.1% | -60.1% |
| 3Y | +70.3% | +186.2% | -115.9% | -5.7% |
| 5Y | -78.8% | +187.0% | -265.9% | -88.4% |
| All | +365.7% | +456.2% | -90.5% | +90.5% |
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