+70.1%
SE vs MTSI
+153.8%
-83.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -18.4% | +12.7% | -2.2% |
| 7D | -1.2% | -24.6% | +23.4% | +3.8% |
| 30D | -21.7% | -45.7% | +24.1% | -12.9% |
| 3M | -34.2% | -27.7% | -6.4% | -31.7% |
| 6M | -10.5% | -37.3% | +26.8% | -7.1% |
| YTD | -40.7% | +11.1% | -51.8% | -49.6% |
| 1Y | -52.1% | +27.2% | -79.2% | -61.2% |
| All | +70.1% | +153.8% | -83.7% | +43.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling