+33.0%
SPGI vs MTSI
+153.8%
-120.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -18.4% | +16.4% | -1.9% |
| 7D | +2.6% | -24.6% | +27.1% | +2.6% |
| 30D | +19.3% | -45.7% | +65.0% | +19.5% |
| 3M | +15.5% | -27.7% | +43.2% | +15.1% |
| 6M | +18.3% | -37.3% | +55.6% | +16.6% |
| YTD | -3.8% | +11.1% | -14.9% | -11.3% |
| 1Y | +1.3% | +27.2% | -25.8% | -8.6% |
| All | +33.0% | +153.8% | -120.8% | +2.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling