+99.6%
STM vs MTSI
+105.1%
-5.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.5% | -1.6% | 0.0% |
| 7D | +5.8% | +1.4% | +4.4% | +5.0% |
| 30D | -1.0% | +2.1% | -3.1% | -3.1% |
| 3M | -33.3% | -29.7% | -3.5% | -20.4% |
| 6M | +57.4% | +12.5% | +44.8% | +58.1% |
| YTD | +102.2% | +57.0% | +45.2% | +87.5% |
| 1Y | +99.6% | +103.9% | -4.3% | +66.5% |
| All | +99.6% | +105.1% | -5.5% | +66.5% |
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