+53.2%
UBER vs MTSI
+231.3%
-178.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -1.8% |
| 7D | +0.5% | +29.1% | -28.6% | -6.1% |
| 30D | -3.1% | -20.4% | +17.3% | +1.2% |
| 3M | -8.3% | -20.9% | +12.6% | -5.5% |
| 6M | -9.5% | -32.3% | +22.8% | -5.0% |
| YTD | -15.4% | +43.5% | -58.9% | -35.9% |
| 1Y | -26.1% | +43.8% | -69.9% | -44.2% |
| 3Y | +34.0% | +218.8% | -184.7% | -39.7% |
| 5Y | +53.2% | +228.3% | -175.1% | -40.3% |
| All | +53.2% | +231.3% | -178.1% | -40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling