+4.9%
STM vs MTSI
+181.3%
-176.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +10.8% | -6.4% | -1.4% |
| 7D | -10.7% | -10.0% | -0.8% | -6.1% |
| 30D | -25.7% | -37.2% | +11.5% | -5.8% |
| 3M | -21.6% | -30.1% | +8.5% | -7.2% |
| 6M | -27.8% | -31.9% | +4.1% | -12.8% |
| YTD | +61.8% | +23.2% | +38.6% | +43.5% |
| 1Y | +78.1% | +26.4% | +51.7% | +54.9% |
| 3Y | +4.9% | +186.2% | -181.3% | -49.0% |
| All | +4.9% | +181.3% | -176.4% | -49.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling