-64.8%
SPCH vs MTSI
-46.4%
-18.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.8% | +10.8% | +6.0% | +7.7% |
| 7D | -3.0% | -10.0% | +7.0% | +5.9% |
| 30D | -39.8% | -37.2% | -2.6% | -13.6% |
| 3M | +16.8% | -30.1% | +46.9% | +53.5% |
| All | -64.8% | -46.4% | -18.4% | -55.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling