+610.2%
SPYM vs MTSI
+1,308.1%
-697.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.8% | -0.9% |
| 7D | +0.1% | +1.4% | -1.3% | -0.1% |
| 30D | +0.1% | +2.1% | -2.0% | -0.8% |
| 3M | +2.0% | -29.7% | +31.8% | +7.0% |
| 6M | +13.1% | +12.5% | +0.5% | +8.6% |
| YTD | +13.6% | +57.0% | -43.4% | +2.7% |
| 1Y | +20.1% | +103.9% | -83.9% | +3.2% |
| 3Y | +77.6% | +223.6% | -146.0% | +38.2% |
| 5Y | +82.5% | +321.6% | -239.0% | +34.1% |
| 10Y | +317.6% | +517.7% | -200.1% | +159.7% |
| All | +610.2% | +1,308.1% | -697.9% | +300.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling