+196.4%
SO vs MTSI
+465.0%
-268.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.6% | +6.8% | +1.4% |
| 7D | +1.4% | +10.0% | -8.6% | +1.0% |
| 30D | +4.7% | -20.3% | +25.1% | +5.3% |
| 3M | +1.7% | -24.4% | +26.1% | +2.3% |
| 6M | +2.2% | -39.2% | +41.3% | +3.3% |
| YTD | +10.0% | +35.5% | -25.5% | +7.2% |
| 1Y | +6.0% | +43.0% | -37.0% | +3.1% |
| 3Y | +54.1% | +196.3% | -142.1% | +41.9% |
| 5Y | +79.6% | +210.0% | -130.4% | +63.1% |
| All | +196.4% | +465.0% | -268.6% | +138.0% |
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 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