+77.6%
SO vs MTSI
+153.3%
-75.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -18.4% | +18.6% | -0.3% |
| 7D | +0.4% | -24.6% | +25.0% | -0.3% |
| 30D | +9.2% | -45.7% | +55.0% | +7.8% |
| 3M | +1.1% | -27.7% | +28.8% | +0.5% |
| 6M | -1.1% | -37.3% | +36.2% | -1.9% |
| YTD | +9.7% | +11.1% | -1.5% | +9.8% |
| 1Y | +5.5% | +27.2% | -21.7% | +5.8% |
| 3Y | +47.0% | +153.7% | -106.6% | +44.4% |
| 5Y | +77.6% | +159.0% | -81.4% | +68.4% |
| All | +77.6% | +153.3% | -75.7% | +68.4% |
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