+465.1%
STM vs MTSI
+465.0%
0.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.6% | +6.2% | +3.1% |
| 7D | +12.0% | +10.0% | +2.0% | +6.9% |
| 30D | -0.4% | -20.3% | +20.0% | +9.2% |
| 3M | -13.2% | -24.4% | +11.2% | -3.3% |
| 6M | -26.1% | -39.2% | +13.1% | -9.0% |
| YTD | +81.2% | +35.5% | +45.7% | +54.1% |
| 1Y | +98.3% | +43.0% | +55.3% | +64.3% |
| 3Y | +16.7% | +196.3% | -179.5% | -32.7% |
| 5Y | -4.8% | +210.0% | -214.9% | -46.7% |
| All | +465.1% | +465.0% | 0.0% | +95.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling