+4.1%
SHW vs MTSI
+38.8%
-34.7%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.8% | -12.2% | -1.4% |
| 7D | +3.5% | -10.0% | +13.4% | +3.6% |
| 30D | +9.2% | -37.2% | +46.4% | +10.0% |
| 3M | -5.1% | -30.1% | +25.0% | -4.8% |
| 6M | +6.8% | -31.9% | +38.7% | +6.0% |
| YTD | +7.0% | +23.2% | -16.2% | -1.4% |
| 1Y | +4.1% | +26.4% | -22.3% | -5.0% |
| All | +4.1% | +38.8% | -34.7% | -5.0% |
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