+345.1%
SRE vs MTSI
+1,308.1%
-963.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.5% | -4.1% | -0.9% |
| 7D | -0.3% | +1.4% | -1.7% | -0.4% |
| 30D | -0.7% | +2.1% | -2.8% | -1.1% |
| 3M | -6.3% | -29.7% | +23.4% | -4.2% |
| 6M | -10.7% | +12.5% | -23.2% | -12.5% |
| YTD | -3.5% | +57.0% | -60.5% | -8.3% |
| 1Y | +5.3% | +103.9% | -98.6% | -2.5% |
| 3Y | +31.8% | +223.6% | -191.8% | +16.0% |
| 5Y | +47.4% | +321.6% | -274.2% | +25.4% |
| 10Y | +120.6% | +517.7% | -397.1% | +70.9% |
| All | +345.1% | +1,308.1% | -963.0% | +226.2% |
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 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