+29.2%
ALL vs MTSI
+35.9%
-6.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.6% | +5.9% | -0.4% |
| 7D | +5.0% | +10.0% | -5.0% | +6.5% |
| 30D | +13.3% | -20.3% | +33.7% | +11.1% |
| 3M | +3.2% | -24.4% | +27.6% | +1.1% |
| 6M | +25.3% | -39.2% | +64.5% | +20.3% |
| YTD | +30.5% | +35.5% | -5.0% | +35.6% |
| 1Y | +29.2% | +43.0% | -13.8% | +34.2% |
| All | +29.2% | +35.9% | -6.7% | +34.2% |
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