-1.1%
AGG vs MTSI
+183.3%
-184.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.8% | -10.9% | -0.2% |
| 7D | +0.2% | -10.0% | +10.2% | +0.3% |
| 30D | +2.4% | -37.2% | +39.6% | +2.9% |
| 3M | -0.2% | -30.1% | +29.8% | +0.1% |
| 6M | -1.0% | -31.9% | +30.9% | -0.7% |
| YTD | -0.4% | +23.2% | -23.5% | -1.1% |
| 1Y | -0.1% | +26.4% | -26.5% | -0.9% |
| 3Y | +15.3% | +186.2% | -170.9% | +11.9% |
| All | -1.1% | +183.3% | -184.4% | -4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling