+14.5%
SHW vs MTSI
+209.3%
-194.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.5% |
| 7D | +4.2% | -3.8% | +8.1% | +4.5% |
| 30D | +11.3% | -31.4% | +42.6% | +16.4% |
| 3M | -1.8% | -23.8% | +21.9% | +0.3% |
| 6M | +12.7% | -37.1% | +49.8% | +17.6% |
| YTD | +10.4% | +32.2% | -21.8% | -2.2% |
| 1Y | +4.7% | +26.9% | -22.2% | -6.7% |
| 3Y | +42.7% | +193.7% | -151.1% | -2.6% |
| 5Y | +14.5% | +218.0% | -203.5% | -27.8% |
| All | +14.5% | +209.3% | -194.8% | -27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling