+16.9%
AGG vs MTSI
+512.4%
-495.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +9.0% | -9.0% | 0.0% |
| 7D | +0.4% | +3.5% | -3.1% | +0.4% |
| 30D | +2.1% | -30.3% | +32.4% | +2.3% |
| 3M | -0.3% | -26.0% | +25.7% | -0.2% |
| 6M | -0.9% | -36.1% | +35.2% | -0.7% |
| YTD | -0.3% | +34.3% | -34.6% | -0.7% |
| 1Y | 0.0% | +35.3% | -35.3% | -0.4% |
| 3Y | +15.3% | +217.6% | -202.4% | +13.9% |
| 5Y | -1.4% | +210.1% | -211.5% | -2.7% |
| 10Y | +16.9% | +471.4% | -454.6% | +14.2% |
| All | +16.9% | +512.4% | -495.5% | +14.2% |
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