+212.0%
YUM vs MTSI
+454.4%
-242.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.3% |
| 7D | +2.0% | -3.8% | +5.9% | +2.1% |
| 30D | +10.6% | -31.4% | +42.0% | +13.5% |
| 3M | +10.8% | -23.8% | +34.5% | +12.2% |
| 6M | +6.5% | -37.1% | +43.6% | +8.9% |
| YTD | +7.5% | +32.2% | -24.8% | +1.2% |
| 1Y | +10.2% | +26.9% | -16.8% | +4.0% |
| 3Y | +34.8% | +193.7% | -158.9% | +12.7% |
| 5Y | +40.0% | +218.0% | -178.0% | +14.0% |
| 10Y | +212.0% | +477.8% | -265.7% | +111.9% |
| All | +212.0% | +454.4% | -242.4% | +111.9% |
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 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