+35.3%
UBER vs MTSI
+226.9%
-191.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +10.3% | -9.4% | -0.3% |
| 7D | +1.2% | +7.2% | -6.0% | 0.0% |
| 30D | -1.1% | -18.4% | +17.3% | +0.8% |
| 3M | -10.0% | -16.7% | +6.7% | -9.2% |
| 6M | -7.2% | -31.7% | +24.5% | -4.4% |
| YTD | -13.5% | +45.9% | -59.4% | -27.5% |
| 1Y | -24.5% | +47.0% | -71.5% | -36.9% |
| All | +35.3% | +226.9% | -191.6% | -16.8% |
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 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