+68.0%
STM vs MTSI
+31.6%
+36.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -18.4% | +6.0% | -2.5% |
| 7D | -20.1% | -24.6% | +4.5% | -7.3% |
| 30D | -32.0% | -45.7% | +13.8% | -6.8% |
| 3M | -24.2% | -27.7% | +3.6% | -12.3% |
| 6M | -29.9% | -37.3% | +7.4% | -8.0% |
| YTD | +54.9% | +11.1% | +43.8% | +78.0% |
| 1Y | +68.0% | +27.2% | +40.8% | +86.7% |
| All | +68.0% | +31.6% | +36.4% | +86.7% |
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 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