+31.2%
ALL vs MTSI
+38.8%
-7.6%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +10.8% | -15.3% | -3.0% |
| 7D | -1.9% | -10.0% | +8.0% | -2.8% |
| 30D | +13.8% | -37.2% | +51.0% | +8.2% |
| 3M | -7.0% | -30.1% | +23.1% | -9.8% |
| 6M | +18.0% | -31.9% | +49.9% | +13.9% |
| YTD | +24.2% | +23.2% | +1.0% | +27.5% |
| 1Y | +31.2% | +26.4% | +4.8% | +35.3% |
| All | +31.2% | +38.8% | -7.6% | +35.3% |
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 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