+589.4%
SE vs MTSI
+609.1%
-19.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.5% | -4.4% | -2.1% |
| 7D | -6.1% | +1.4% | -7.5% | -6.6% |
| 30D | -2.5% | +2.1% | -4.5% | -4.4% |
| 3M | +21.7% | -29.7% | +51.4% | +33.3% |
| 6M | +27.0% | +12.5% | +14.5% | +13.6% |
| YTD | -12.1% | +57.0% | -69.2% | -31.6% |
| 1Y | -40.9% | +103.9% | -144.8% | -58.9% |
| 3Y | +191.0% | +223.6% | -32.6% | +61.0% |
| 5Y | -68.3% | +321.6% | -389.8% | -84.0% |
| All | +589.4% | +609.1% | -19.7% | +168.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling