-78.9%
SE vs MTSI
+153.3%
-232.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -18.4% | +12.7% | +1.4% |
| 7D | -1.2% | -24.6% | +23.4% | +9.3% |
| 30D | -21.7% | -45.7% | +24.1% | -2.5% |
| 3M | -34.2% | -27.7% | -6.4% | -29.5% |
| 6M | -10.5% | -37.3% | +26.8% | -3.8% |
| YTD | -40.7% | +11.1% | -51.8% | -55.3% |
| 1Y | -52.1% | +27.2% | -79.2% | -66.9% |
| 3Y | +68.9% | +153.7% | -84.8% | -39.3% |
| 5Y | -78.9% | +159.0% | -237.8% | -93.4% |
| All | -78.9% | +153.3% | -232.2% | -93.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling