+82.2%
UBER vs MTSI
+1,656.7%
-1,574.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.7% | -1.5% |
| 7D | -3.9% | +1.4% | -5.3% | -4.4% |
| 30D | +11.1% | +2.1% | +9.0% | +8.7% |
| 3M | +4.9% | -29.7% | +34.6% | +15.4% |
| 6M | -1.2% | +12.5% | -13.7% | -12.9% |
| YTD | -7.3% | +57.0% | -64.3% | -30.0% |
| 1Y | -17.6% | +103.9% | -121.6% | -45.3% |
| 3Y | +61.1% | +223.6% | -162.5% | -20.7% |
| 5Y | +87.9% | +321.6% | -233.7% | -21.4% |
| All | +82.2% | +1,656.7% | -1,574.4% | -62.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling