+356.5%
SHW vs MTSI
+512.4%
-155.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +9.0% | -5.0% | +2.7% |
| 7D | +1.6% | +3.5% | -1.9% | +0.7% |
| 30D | +12.1% | -30.3% | +42.4% | +17.0% |
| 3M | -3.0% | -26.0% | +23.0% | -0.3% |
| 6M | +13.5% | -36.1% | +49.6% | +17.9% |
| YTD | +11.2% | +34.3% | -23.0% | +1.2% |
| 1Y | +6.2% | +35.3% | -29.0% | -3.8% |
| 3Y | +45.6% | +217.6% | -172.0% | +10.5% |
| 5Y | +15.6% | +210.1% | -194.5% | -13.7% |
| 10Y | +356.5% | +471.4% | -115.0% | +175.2% |
| All | +356.5% | +512.4% | -155.9% | +175.2% |
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