+217.5%
YUM vs MTSI
+465.0%
-247.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.6% | +6.8% | +1.7% |
| 7D | +0.1% | +10.0% | -9.9% | -0.7% |
| 30D | +10.0% | -20.3% | +30.3% | +11.4% |
| 3M | +7.5% | -24.4% | +31.9% | +8.9% |
| 6M | +8.8% | -39.2% | +48.0% | +11.7% |
| YTD | +8.2% | +35.5% | -27.3% | +1.6% |
| 1Y | +9.8% | +43.0% | -33.2% | +2.4% |
| 3Y | +36.4% | +196.3% | -159.8% | +13.9% |
| 5Y | +41.7% | +210.0% | -168.4% | +15.6% |
| All | +217.5% | +465.0% | -247.5% | +115.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling