+223.9%
SU vs MTSI
+454.4%
-230.5%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.7% |
| 7D | -10.2% | -3.8% | -6.4% | -10.0% |
| 30D | -6.2% | -31.4% | +25.2% | -1.2% |
| 3M | +8.7% | -23.8% | +32.4% | +11.6% |
| 6M | +7.2% | -37.1% | +44.3% | +12.2% |
| YTD | +55.9% | +32.2% | +23.7% | +40.1% |
| 1Y | +60.4% | +26.9% | +33.5% | +44.9% |
| 3Y | +125.2% | +193.7% | -68.6% | +66.3% |
| 5Y | +216.7% | +218.0% | -1.3% | +124.3% |
| 10Y | +223.9% | +477.8% | -253.9% | +80.0% |
| All | +223.9% | +454.4% | -230.5% | +80.0% |
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