+331.1%
YUM vs MTSI
+1,004.6%
-673.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +10.8% | -13.8% | -3.9% |
| 7D | +3.7% | -10.0% | +13.7% | +4.4% |
| 30D | +14.8% | -37.2% | +52.0% | +19.0% |
| 3M | +6.4% | -30.1% | +36.4% | +8.6% |
| 6M | +4.3% | -31.9% | +36.2% | +5.7% |
| YTD | +8.1% | +23.2% | -15.1% | +2.3% |
| 1Y | +11.3% | +26.4% | -15.1% | +4.9% |
| 3Y | +35.1% | +186.2% | -151.0% | +13.0% |
| 5Y | +39.9% | +187.0% | -147.2% | +15.1% |
| 10Y | +221.9% | +460.4% | -238.5% | +124.9% |
| All | +331.1% | +1,004.6% | -673.5% | +177.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling