+235.8%
SU vs MTSI
+498.4%
-262.6%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.7% |
| 7D | +0.3% | +29.1% | -28.8% | -4.1% |
| 30D | -7.9% | -20.4% | +12.5% | -5.2% |
| 3M | +9.2% | -20.9% | +30.1% | +11.4% |
| 6M | +5.5% | -32.3% | +37.7% | +9.0% |
| YTD | +59.5% | +43.5% | +16.0% | +41.3% |
| 1Y | +59.9% | +43.8% | +16.1% | +41.3% |
| 3Y | +130.3% | +218.8% | -88.5% | +67.6% |
| 5Y | +225.3% | +228.3% | -3.0% | +129.2% |
| All | +235.8% | +498.4% | -262.6% | +81.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling