+70.3%
SE vs MTSI
+181.3%
-111.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +10.8% | -10.7% | -1.9% |
| 7D | +2.0% | -10.0% | +12.0% | +3.6% |
| 30D | -20.0% | -37.2% | +17.2% | -13.5% |
| 3M | -31.8% | -30.1% | -1.7% | -28.3% |
| 6M | -15.9% | -31.9% | +16.0% | -13.9% |
| YTD | -40.6% | +23.2% | -63.8% | -50.6% |
| 1Y | -50.7% | +26.4% | -77.1% | -59.3% |
| 3Y | +70.3% | +186.2% | -115.9% | +40.5% |
| All | +70.3% | +181.3% | -111.0% | +40.5% |
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 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