+30.5%
ALL vs MTSI
+30.7%
-0.2%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.5% | +4.4% | +2.7% |
| 7D | -0.1% | -3.8% | +3.7% | -0.1% |
| 30D | +13.8% | -31.4% | +45.2% | +9.4% |
| 3M | -2.8% | -23.8% | +21.0% | -4.7% |
| 6M | +23.7% | -37.1% | +60.7% | +18.8% |
| YTD | +27.3% | +32.2% | -5.0% | +33.0% |
| 1Y | +30.5% | +26.9% | +3.6% | +36.7% |
| All | +30.5% | +30.7% | -0.2% | +36.7% |
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