+178.9%
YUM vs MTSI
+571.2%
-392.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.1% | -6.5% | -2.8% |
| 7D | -3.6% | +11.1% | -14.6% | -4.5% |
| 30D | +0.4% | -3.7% | +4.1% | +0.5% |
| 3M | -3.8% | -20.2% | +16.5% | -2.5% |
| 6M | -8.3% | +30.8% | -39.1% | -12.1% |
| YTD | -2.6% | +67.0% | -69.7% | -9.3% |
| 1Y | +1.5% | +120.4% | -118.9% | -8.7% |
| 3Y | +21.6% | +260.4% | -238.8% | +0.8% |
| 5Y | +23.5% | +356.3% | -332.8% | -1.9% |
| 10Y | +178.9% | +581.1% | -402.1% | +88.0% |
| All | +178.9% | +571.2% | -392.2% | +88.0% |
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