+78.8%
SPYM vs MTSI
+221.5%
-142.8%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.1% |
| 7D | +3.3% | +29.1% | -25.8% | -1.1% |
| 30D | -2.6% | -20.4% | +17.8% | +0.2% |
| 3M | -1.7% | -20.9% | +19.2% | +0.6% |
| 6M | +3.1% | -32.3% | +35.4% | +7.4% |
| YTD | +12.0% | +43.5% | -31.5% | -1.7% |
| 1Y | +12.1% | +43.8% | -31.7% | -1.9% |
| All | +78.8% | +221.5% | -142.8% | +24.2% |
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