+24.6%
YUM vs MTSI
+241.4%
-216.8%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -0.8% |
| 7D | -1.7% | +4.9% | -6.5% | -1.7% |
| 30D | -0.8% | -11.6% | +10.8% | -0.7% |
| 3M | +1.5% | -24.1% | +25.5% | +1.7% |
| 6M | -6.1% | +32.4% | -38.5% | -7.8% |
| YTD | -0.2% | +60.4% | -60.7% | -2.7% |
| 1Y | +2.5% | +111.0% | -108.5% | -1.6% |
| 3Y | +24.6% | +246.1% | -221.5% | +5.9% |
| All | +24.6% | +241.4% | -216.8% | +5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling