+0.5%
YUM vs MTSI
+108.0%
-107.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.8% | +3.9% | -1.1% |
| 7D | -5.2% | +4.8% | -10.0% | -5.0% |
| 30D | -0.1% | -9.2% | +9.1% | -0.3% |
| 3M | -4.3% | -23.1% | +18.9% | -5.3% |
| 6M | -8.7% | +23.5% | -32.2% | -8.9% |
| YTD | -3.5% | +59.1% | -62.6% | -1.7% |
| 1Y | +0.5% | +106.9% | -106.4% | +3.4% |
| All | +0.5% | +108.0% | -107.6% | +3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling