+27.0%
ALL vs MTSI
+105.1%
-78.0%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.5% | -4.8% | -0.9% |
| 7D | 0.0% | +1.4% | -1.4% | +0.2% |
| 30D | -1.5% | +2.1% | -3.6% | -1.0% |
| 3M | +23.6% | -29.7% | +53.4% | +19.9% |
| 6M | +22.3% | +12.5% | +9.8% | +22.6% |
| YTD | +26.5% | +57.0% | -30.5% | +29.8% |
| 1Y | +27.0% | +103.9% | -76.9% | +31.6% |
| All | +27.0% | +105.1% | -78.0% | +31.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling