+59.9%
SU vs MTSI
+43.1%
+16.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.5% |
| 7D | +0.3% | +29.1% | -28.8% | +0.2% |
| 30D | -7.9% | -20.4% | +12.5% | -8.3% |
| 3M | +9.2% | -20.9% | +30.1% | +8.7% |
| 6M | +5.5% | -32.3% | +37.7% | +6.1% |
| YTD | +59.5% | +43.5% | +16.0% | +52.9% |
| 1Y | +59.9% | +43.8% | +16.1% | +52.8% |
| All | +59.9% | +43.1% | +16.8% | +52.8% |
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