-69.8%
SPCH vs MTSI
-51.6%
-18.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.1% | -18.4% | +0.3% | -3.2% |
| 7D | -27.7% | -24.6% | -3.1% | -8.8% |
| 30D | -51.2% | -45.7% | -5.5% | -21.5% |
| 3M | +11.3% | -27.7% | +39.1% | +44.9% |
| All | -69.8% | -51.6% | -18.2% | -59.0% |
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