+42.5%
UBER vs MTSI
+181.3%
-138.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +10.8% | -11.1% | -1.6% |
| 7D | +5.1% | -10.0% | +15.1% | +6.1% |
| 30D | +0.2% | -37.2% | +37.4% | +5.7% |
| 3M | -2.7% | -30.1% | +27.4% | +0.4% |
| 6M | -13.4% | -31.9% | +18.5% | -12.5% |
| YTD | -16.1% | +23.2% | -39.2% | -28.2% |
| 1Y | -25.5% | +26.4% | -51.9% | -36.9% |
| 3Y | +42.5% | +186.2% | -143.7% | -14.2% |
| All | +42.5% | +181.3% | -138.8% | -14.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling