+13.8%
SHW vs MTSI
+155.6%
-141.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -18.4% | +14.4% | -1.5% |
| 7D | +5.7% | -24.6% | +30.3% | +9.5% |
| 30D | +8.7% | -45.7% | +54.4% | +17.5% |
| 3M | -5.4% | -27.7% | +22.4% | -3.2% |
| 6M | +12.2% | -37.3% | +49.5% | +15.7% |
| YTD | +8.5% | +11.1% | -2.7% | -1.6% |
| 1Y | +4.9% | +27.2% | -22.2% | -8.0% |
| 3Y | +42.8% | +153.7% | -110.8% | -0.8% |
| All | +13.8% | +155.6% | -141.8% | -25.7% |
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