+85.0%
UBER vs MTSI
+320.9%
-235.9%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.7% | -1.3% |
| 7D | -3.9% | +1.4% | -5.3% | -4.3% |
| 30D | +11.1% | +2.1% | +9.0% | +9.0% |
| 3M | +4.9% | -29.7% | +34.6% | +14.2% |
| 6M | -1.2% | +12.5% | -13.7% | -12.3% |
| YTD | -7.3% | +57.0% | -64.3% | -29.2% |
| 1Y | -17.6% | +103.9% | -121.6% | -44.6% |
| 3Y | +61.1% | +223.6% | -162.5% | -23.5% |
| All | +85.0% | +320.9% | -235.9% | -31.3% |
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