+27.0%
SE vs MTSI
+10.3%
+16.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.5% | -4.4% | -0.8% |
| 7D | -6.1% | +1.4% | -7.5% | -6.1% |
| 30D | -2.5% | +2.1% | -4.5% | -2.1% |
| 3M | +21.7% | -29.7% | +51.4% | +21.5% |
| 6M | +27.0% | +12.5% | +14.5% | +17.5% |
| All | +27.0% | +10.3% | +16.7% | +17.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling