+374.8%
ALL vs MTSI
+448.7%
-74.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +10.8% | -15.3% | -5.1% |
| 7D | -1.9% | -10.0% | +8.0% | -1.5% |
| 30D | +13.8% | -37.2% | +51.0% | +16.5% |
| 3M | -7.0% | -30.1% | +23.1% | -5.7% |
| 6M | +18.0% | -31.9% | +49.9% | +18.8% |
| YTD | +24.2% | +23.2% | +1.0% | +18.3% |
| 1Y | +31.2% | +26.4% | +4.8% | +24.5% |
| 3Y | +107.5% | +186.2% | -78.6% | +78.2% |
| 5Y | +144.8% | +187.0% | -42.2% | +106.9% |
| All | +374.8% | +448.7% | -74.0% | +239.3% |
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