+230.5%
SU vs MTSI
+1,004.6%
-774.1%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.8% | -11.3% | -2.2% |
| 7D | -13.4% | -10.0% | -3.5% | -12.3% |
| 30D | +0.9% | -37.2% | +38.1% | +7.6% |
| 3M | +12.8% | -30.1% | +42.8% | +17.3% |
| 6M | +8.3% | -31.9% | +40.2% | +11.3% |
| YTD | +58.2% | +23.2% | +35.0% | +45.3% |
| 1Y | +67.1% | +26.4% | +40.7% | +52.4% |
| 3Y | +125.6% | +186.2% | -60.5% | +72.3% |
| 5Y | +213.6% | +187.0% | +26.6% | +134.0% |
| 10Y | +234.7% | +460.4% | -225.7% | +96.8% |
| All | +230.5% | +1,004.6% | -774.1% | +75.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling