+49.5%
SO vs MTSI
+153.8%
-104.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -18.4% | +18.6% | -0.8% |
| 7D | +0.4% | -24.6% | +25.0% | -1.1% |
| 30D | +9.2% | -45.7% | +55.0% | +6.1% |
| 3M | +1.1% | -27.7% | +28.8% | -0.1% |
| 6M | -1.1% | -37.3% | +36.2% | -2.6% |
| YTD | +9.7% | +11.1% | -1.5% | +11.9% |
| 1Y | +5.5% | +27.2% | -21.7% | +8.8% |
| All | +49.5% | +153.8% | -104.3% | +53.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling