+342.0%
SU vs MTSI
+320.9%
+21.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.5% | -4.2% | -1.2% |
| 7D | +3.6% | +1.4% | +2.2% | +3.3% |
| 30D | +7.9% | +2.1% | +5.8% | +6.9% |
| 3M | +3.5% | -29.7% | +33.2% | +8.0% |
| 6M | +19.0% | +12.5% | +6.4% | +13.0% |
| YTD | +55.0% | +57.0% | -2.1% | +37.4% |
| 1Y | +71.2% | +103.9% | -32.7% | +43.0% |
| 3Y | +117.4% | +223.6% | -106.1% | +56.3% |
| All | +342.0% | +320.9% | +21.1% | +171.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling