+72.2%
SU vs MTSI
+110.2%
-38.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.3% | +0.8% |
| 7D | -1.0% | +4.9% | -5.8% | -1.0% |
| 30D | +13.7% | -11.6% | +25.3% | +13.7% |
| 3M | +8.0% | -24.1% | +32.1% | +9.1% |
| 6M | +21.0% | +32.4% | -11.4% | +16.5% |
| YTD | +56.2% | +60.4% | -4.2% | +47.5% |
| 1Y | +72.2% | +111.0% | -38.8% | +56.0% |
| All | +72.2% | +110.2% | -38.0% | +56.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling