+667.7%
STM vs MTSI
+1,120.6%
-452.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.0% | -5.1% | -5.6% |
| 7D | -6.0% | -10.7% | +4.6% | -1.6% |
| 30D | -20.9% | -29.0% | +8.0% | -9.4% |
| 3M | -15.8% | -14.7% | -1.1% | -11.5% |
| 6M | -17.0% | -20.1% | +3.0% | -9.8% |
| YTD | +76.8% | +36.1% | +40.7% | +53.7% |
| 1Y | +96.5% | +61.7% | +34.7% | +58.2% |
| 3Y | +14.0% | +210.7% | -196.7% | -30.9% |
| 5Y | -5.8% | +212.8% | -218.7% | -43.3% |
| 10Y | +461.9% | +519.2% | -57.3% | +124.9% |
| All | +667.7% | +1,120.6% | -452.9% | +142.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling