+653.4%
SW vs MTSI
+1,120.6%
-467.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.0% | +5.1% | +4.2% |
| 7D | +12.1% | -10.7% | +22.7% | +13.0% |
| 30D | +6.6% | -29.0% | +35.5% | +9.2% |
| 3M | -6.0% | -14.7% | +8.7% | -5.6% |
| 6M | +21.5% | -20.1% | +41.6% | +22.2% |
| YTD | +20.3% | +36.1% | -15.8% | +15.2% |
| 1Y | +28.1% | +61.7% | -33.6% | +20.7% |
| 3Y | +51.6% | +210.7% | -159.1% | +35.0% |
| 5Y | -0.1% | +212.8% | -213.0% | -11.9% |
| 10Y | +189.7% | +519.2% | -329.5% | +137.0% |
| All | +653.4% | +1,120.6% | -467.2% | +496.8% |
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 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