+30.8%
AGG vs MTSI
+1,085.8%
-1,054.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.7% |
| 7D | -0.1% | -3.8% | +3.8% | -0.1% |
| 30D | +1.4% | -31.4% | +32.7% | +1.5% |
| 3M | -0.7% | -23.8% | +23.0% | -0.6% |
| 6M | -1.7% | -37.1% | +35.4% | -1.5% |
| YTD | -1.1% | +32.2% | -33.3% | -1.2% |
| 1Y | -0.7% | +26.9% | -27.6% | -0.9% |
| 3Y | +14.2% | +193.7% | -179.6% | +13.5% |
| 5Y | -1.4% | +218.0% | -219.5% | -2.0% |
| 10Y | +16.5% | +477.8% | -461.3% | +15.8% |
| All | +30.8% | +1,085.8% | -1,054.9% | +30.4% |
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 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