+318.6%
SRE vs MTSI
+1,085.8%
-767.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.4% |
| 7D | -8.2% | -3.8% | -4.4% | -8.1% |
| 30D | -3.6% | -31.4% | +27.7% | -1.2% |
| 3M | -6.3% | -23.8% | +17.5% | -5.0% |
| 6M | -13.0% | -37.1% | +24.0% | -11.0% |
| YTD | -9.2% | +32.2% | -41.4% | -13.2% |
| 1Y | -13.1% | +26.9% | -40.1% | -16.7% |
| 3Y | +22.4% | +193.7% | -171.3% | +7.9% |
| 5Y | +47.1% | +218.0% | -170.9% | +27.2% |
| 10Y | +121.0% | +477.8% | -356.8% | +71.6% |
| All | +318.6% | +1,085.8% | -767.1% | +208.9% |
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 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