-78.0%
SE vs MTSI
+206.4%
-284.4%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.6% | +6.7% | +3.2% |
| 7D | -0.5% | +10.0% | -10.5% | -4.6% |
| 30D | -20.9% | -20.3% | -0.6% | -15.8% |
| 3M | -38.9% | -24.4% | -14.5% | -35.1% |
| 6M | -19.4% | -39.2% | +19.8% | -9.5% |
| YTD | -40.9% | +35.5% | -76.4% | -59.1% |
| 1Y | -46.2% | +43.0% | -89.2% | -64.0% |
| 3Y | +63.7% | +196.3% | -132.5% | -44.1% |
| All | -78.0% | +206.4% | -284.4% | -93.7% |
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