+15.1%
AGG vs MTSI
+571.2%
-556.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.1% | -4.3% | -0.3% |
| 7D | -0.2% | +11.1% | -11.3% | -0.2% |
| 30D | -0.2% | -3.7% | +3.4% | -0.2% |
| 3M | -0.7% | -20.2% | +19.5% | -0.6% |
| 6M | -1.8% | +30.8% | -32.6% | -2.0% |
| YTD | -0.6% | +67.0% | -67.6% | -1.1% |
| 1Y | +0.4% | +120.4% | -120.1% | -0.3% |
| 3Y | +13.2% | +260.4% | -247.2% | +11.8% |
| 5Y | -2.0% | +356.3% | -358.2% | -3.4% |
| 10Y | +15.1% | +581.1% | -566.0% | +13.4% |
| All | +15.1% | +571.2% | -556.1% | +13.4% |
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 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