+2.9%
SPGI vs MTSI
+59.5%
-56.6%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.0% | +4.4% | +3.2% |
| 7D | +7.2% | -10.7% | +17.9% | +5.7% |
| 30D | +23.2% | -29.0% | +52.2% | +18.4% |
| 3M | +17.0% | -14.7% | +31.7% | +16.0% |
| 6M | +20.4% | -20.1% | +40.5% | +16.2% |
| YTD | -1.9% | +36.1% | -38.0% | -1.7% |
| 1Y | +2.9% | +61.7% | -58.9% | +4.9% |
| All | +2.9% | +59.5% | -56.6% | +4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling