+21.0%
STM vs MTSI
+320.9%
-299.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.5% | -1.6% | -0.2% |
| 7D | +5.8% | +1.4% | +4.4% | +4.8% |
| 30D | -1.0% | +2.1% | -3.1% | -3.6% |
| 3M | -33.3% | -29.7% | -3.5% | -17.8% |
| 6M | +57.4% | +12.5% | +44.8% | +45.1% |
| YTD | +102.2% | +57.0% | +45.2% | +49.7% |
| 1Y | +99.6% | +103.9% | -4.3% | +22.1% |
| 3Y | +14.5% | +223.6% | -209.1% | -54.2% |
| All | +21.0% | +320.9% | -299.9% | -62.7% |
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 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