+22.0%
SPGI vs MTSI
+224.7%
-202.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.5% | -5.0% | -1.7% |
| 7D | +0.1% | +1.4% | -1.2% | +0.1% |
| 30D | +8.4% | +2.1% | +6.3% | +8.1% |
| 3M | +11.8% | -29.7% | +41.6% | +13.1% |
| 6M | +5.7% | +12.5% | -6.8% | +1.3% |
| YTD | -9.7% | +57.0% | -66.7% | -17.2% |
| 1Y | -12.5% | +103.9% | -116.4% | -23.3% |
| All | +22.0% | +224.7% | -202.7% | -8.2% |
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