+372.3%
SE vs MTSI
+497.1%
-124.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.0% |
| 7D | 0.0% | -3.8% | +3.9% | +0.5% |
| 30D | -19.4% | -31.4% | +12.0% | -10.3% |
| 3M | -33.1% | -23.8% | -9.3% | -29.5% |
| 6M | -11.4% | -37.1% | +25.6% | -3.7% |
| YTD | -39.8% | +32.2% | -72.0% | -51.9% |
| 1Y | -50.5% | +26.9% | -77.4% | -59.8% |
| 3Y | +68.9% | +193.7% | -124.9% | -7.1% |
| 5Y | -77.1% | +218.0% | -295.1% | -87.8% |
| All | +372.3% | +497.1% | -124.8% | +88.6% |
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