-7.7%
SRE vs MTSI
+59.5%
-67.2%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.9% | -2.9% |
| 7D | -2.1% | -10.7% | +8.6% | -1.9% |
| 30D | +6.1% | -29.0% | +35.1% | +7.0% |
| 3M | -3.5% | -14.7% | +11.2% | -3.5% |
| 6M | -10.8% | -20.1% | +9.3% | -11.4% |
| YTD | -4.0% | +36.1% | -40.1% | -9.0% |
| 1Y | -7.7% | +61.7% | -69.4% | -13.9% |
| All | -7.7% | +59.5% | -67.2% | -13.9% |
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