+664.1%
SW vs MTSI
+1,308.1%
-644.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.5% | -2.2% | +1.0% |
| 7D | -5.1% | +1.4% | -6.5% | -5.2% |
| 30D | -4.6% | +2.1% | -6.7% | -5.0% |
| 3M | +9.4% | -29.7% | +39.1% | +12.2% |
| 6M | +3.5% | +12.5% | -9.0% | +1.6% |
| YTD | +22.0% | +57.0% | -35.0% | +16.2% |
| 1Y | +2.2% | +103.9% | -101.7% | -5.1% |
| 3Y | +19.6% | +223.6% | -204.0% | +6.5% |
| 5Y | -2.3% | +321.6% | -323.9% | -15.0% |
| 10Y | +181.4% | +517.7% | -336.4% | +129.6% |
| All | +664.1% | +1,308.1% | -644.1% | +501.9% |
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