+337.7%
SHW vs MTSI
+465.0%
-127.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.6% | +5.4% | +0.6% |
| 7D | +1.9% | +10.0% | -8.1% | +0.4% |
| 30D | +8.1% | -20.3% | +28.4% | +10.5% |
| 3M | -2.8% | -24.4% | +21.6% | -0.5% |
| 6M | +15.0% | -39.2% | +54.2% | +20.4% |
| YTD | +9.0% | +35.5% | -26.5% | -1.2% |
| 1Y | +4.5% | +43.0% | -38.6% | -6.3% |
| 3Y | +41.9% | +196.3% | -154.4% | +8.7% |
| 5Y | +10.7% | +210.0% | -199.3% | -17.5% |
| All | +337.7% | +465.0% | -127.4% | +157.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling