+7.0%
SHW vs MTSI
+59.5%
-52.5%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.0% | +7.6% | +6.6% |
| 7D | +13.3% | -10.7% | +24.0% | +13.3% |
| 30D | +14.1% | -29.0% | +43.1% | +14.7% |
| 3M | +0.8% | -14.7% | +15.5% | +0.6% |
| 6M | +17.6% | -20.1% | +37.7% | +15.9% |
| YTD | +13.0% | +36.1% | -23.1% | +6.6% |
| 1Y | +7.0% | +61.7% | -54.8% | -0.1% |
| All | +7.0% | +59.5% | -52.5% | -0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling