+75.9%
UBER vs MTSI
+1,694.9%
-1,619.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.2% | -5.6% | -4.3% |
| 7D | -2.8% | +4.9% | -7.7% | -4.5% |
| 30D | -2.5% | -11.6% | +9.1% | +0.8% |
| 3M | +4.4% | -24.1% | +28.4% | +11.7% |
| 6M | -2.7% | +32.4% | -35.1% | -19.5% |
| YTD | -10.5% | +60.4% | -70.9% | -33.0% |
| 1Y | -22.5% | +111.0% | -133.5% | -49.3% |
| 3Y | +54.8% | +246.1% | -191.3% | -26.0% |
| 5Y | +82.5% | +340.3% | -257.8% | -25.0% |
| All | +75.9% | +1,694.9% | -1,619.0% | -64.5% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling