+264.7%
SU vs MTSI
+571.2%
-306.5%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.1% | -2.5% | +1.0% |
| 7D | +1.6% | +11.1% | -9.5% | -0.2% |
| 30D | +10.7% | -3.7% | +14.4% | +11.1% |
| 3M | +13.5% | -20.2% | +33.7% | +16.3% |
| 6M | +21.8% | +30.8% | -9.0% | +12.7% |
| YTD | +58.8% | +67.0% | -8.2% | +39.6% |
| 1Y | +72.0% | +120.4% | -48.4% | +42.4% |
| 3Y | +121.7% | +260.4% | -138.7% | +61.0% |
| 5Y | +350.4% | +356.3% | -5.9% | +205.0% |
| 10Y | +264.7% | +581.1% | -316.4% | +98.3% |
| All | +264.7% | +571.2% | -306.5% | +98.3% |
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 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