+370.0%
ALL vs MTSI
+498.4%
-128.4%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.4% | +1.8% |
| 7D | 0.0% | +29.1% | -29.1% | -1.5% |
| 30D | +12.8% | -20.4% | +33.2% | +13.9% |
| 3M | +4.7% | -20.9% | +25.6% | +5.4% |
| 6M | +24.9% | -32.3% | +57.2% | +26.3% |
| YTD | +30.0% | +43.5% | -13.5% | +22.7% |
| 1Y | +29.9% | +43.8% | -13.9% | +22.5% |
| 3Y | +117.5% | +218.8% | -101.2% | +86.0% |
| 5Y | +161.7% | +228.3% | -66.6% | +119.5% |
| All | +370.0% | +498.4% | -128.4% | +230.0% |
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