+369.0%
ALL vs MTSI
+539.0%
-170.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +10.3% | -9.9% | -0.2% |
| 7D | -2.6% | +7.2% | -9.7% | -3.1% |
| 30D | +12.7% | -18.4% | +31.2% | +13.7% |
| 3M | +0.4% | -16.7% | +17.1% | +0.8% |
| 6M | +23.8% | -31.7% | +55.5% | +25.2% |
| YTD | +27.8% | +45.9% | -18.1% | +20.6% |
| 1Y | +28.9% | +47.0% | -18.1% | +21.4% |
| 3Y | +113.9% | +224.1% | -110.2% | +82.7% |
| 5Y | +157.4% | +238.5% | -81.1% | +115.4% |
| 10Y | +369.0% | +512.7% | -143.7% | +229.4% |
| All | +369.0% | +539.0% | -170.0% | +229.4% |
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 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