-15.7%
STM vs MTSI
+183.3%
-199.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +10.8% | -6.4% | -2.0% |
| 7D | -10.7% | -10.0% | -0.8% | -5.6% |
| 30D | -25.7% | -37.2% | +11.5% | -3.5% |
| 3M | -21.6% | -30.1% | +8.5% | -5.8% |
| 6M | -27.8% | -31.9% | +4.1% | -12.1% |
| YTD | +61.8% | +23.2% | +38.6% | +35.1% |
| 1Y | +78.1% | +26.4% | +51.7% | +45.3% |
| 3Y | +4.9% | +186.2% | -181.3% | -56.5% |
| All | -15.7% | +183.3% | -199.0% | -67.3% |
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