+77.0%
SO vs MTSI
+183.3%
-106.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +10.8% | -11.9% | -0.8% |
| 7D | -1.5% | -10.0% | +8.5% | -1.7% |
| 30D | +8.1% | -37.2% | +45.3% | +7.1% |
| 3M | +0.2% | -30.1% | +30.3% | -0.4% |
| 6M | +0.4% | -31.9% | +32.3% | -0.2% |
| YTD | +8.5% | +23.2% | -14.7% | +8.9% |
| 1Y | +4.9% | +26.4% | -21.5% | +5.4% |
| 3Y | +47.9% | +186.2% | -138.2% | +45.5% |
| All | +77.0% | +183.3% | -106.3% | +68.7% |
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