+45.6%
SRE vs MTSI
+183.3%
-137.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +10.8% | -12.9% | -3.0% |
| 7D | -9.2% | -10.0% | +0.8% | -8.5% |
| 30D | -1.9% | -37.2% | +35.3% | +1.6% |
| 3M | -6.5% | -30.1% | +23.5% | -4.4% |
| 6M | -15.2% | -31.9% | +16.7% | -13.9% |
| YTD | -9.5% | +23.2% | -32.6% | -14.6% |
| 1Y | -13.2% | +26.4% | -39.6% | -18.5% |
| 3Y | +19.5% | +186.2% | -166.7% | -0.2% |
| All | +45.6% | +183.3% | -137.7% | +15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling