+59.8%
SO vs MTSI
+320.9%
-261.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.5% | -4.2% | -0.7% |
| 7D | -0.2% | +1.4% | -1.5% | -0.1% |
| 30D | -4.6% | +2.1% | -6.7% | -4.5% |
| 3M | -3.0% | -29.7% | +26.7% | -3.5% |
| 6M | -8.3% | +12.5% | -20.8% | -8.0% |
| YTD | +3.5% | +57.0% | -53.5% | +4.4% |
| 1Y | -0.9% | +103.9% | -104.8% | +0.4% |
| 3Y | +45.4% | +223.6% | -178.2% | +44.7% |
| All | +59.8% | +320.9% | -261.1% | +54.6% |
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