-13.4%
UBER vs MTSI
-31.6%
+18.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +10.8% | -11.1% | +0.6% |
| 7D | +5.1% | -10.0% | +15.1% | +4.4% |
| 30D | +0.2% | -37.2% | +37.4% | -3.5% |
| 3M | -2.7% | -30.1% | +27.4% | -4.7% |
| 6M | -13.4% | -31.9% | +18.5% | -13.7% |
| All | -13.4% | -31.6% | +18.2% | -13.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling