+68.5%
UBER vs MTSI
+1,379.3%
-1,310.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | 0.0% | -1.1% |
| 7D | +5.2% | -3.8% | +9.0% | +5.5% |
| 30D | -2.0% | -31.4% | +29.3% | +8.5% |
| 3M | -10.2% | -23.8% | +13.5% | -6.2% |
| 6M | -7.2% | -37.1% | +29.9% | +0.4% |
| YTD | -14.3% | +32.2% | -46.5% | -34.2% |
| 1Y | -25.6% | +26.9% | -52.5% | -42.0% |
| 3Y | +35.8% | +193.7% | -157.9% | -34.4% |
| 5Y | +61.5% | +218.0% | -156.6% | -27.7% |
| All | +68.5% | +1,379.3% | -1,310.8% | -65.1% |
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 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