-17.9%
STM vs MTSI
+153.3%
-171.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -18.4% | +6.0% | -1.4% |
| 7D | -20.1% | -24.6% | +4.5% | -5.8% |
| 30D | -32.0% | -45.7% | +13.8% | -3.2% |
| 3M | -24.2% | -27.7% | +3.6% | -11.4% |
| 6M | -29.9% | -37.3% | +7.4% | -10.1% |
| YTD | +54.9% | +11.1% | +43.8% | +37.9% |
| 1Y | +68.0% | +27.2% | +40.8% | +35.4% |
| 3Y | -0.1% | +153.7% | -153.8% | -55.3% |
| 5Y | -17.9% | +159.0% | -176.9% | -66.3% |
| All | -17.9% | +153.3% | -171.2% | -66.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling