+185.4%
SW vs MTSI
+395.1%
-209.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -18.4% | +16.8% | +0.3% |
| 7D | +4.7% | -24.6% | +29.2% | +7.3% |
| 30D | +5.0% | -45.7% | +50.7% | +11.0% |
| 3M | -7.3% | -27.7% | +20.4% | -5.6% |
| 6M | +15.0% | -37.3% | +52.3% | +18.4% |
| YTD | +18.5% | +11.1% | +7.4% | +14.2% |
| 1Y | +27.1% | +27.2% | 0.0% | +20.5% |
| 3Y | +49.3% | +153.7% | -104.3% | +31.2% |
| 5Y | -1.6% | +159.0% | -160.6% | -14.7% |
| All | +185.4% | +395.1% | -209.7% | +121.7% |
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 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