+156.2%
ALL vs MTSI
+153.3%
+2.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -18.4% | +17.5% | -0.9% |
| 7D | +4.2% | -24.6% | +28.8% | +4.2% |
| 30D | +18.9% | -45.7% | +64.6% | +19.1% |
| 3M | +1.2% | -27.7% | +29.0% | +1.0% |
| 6M | +23.2% | -37.3% | +60.5% | +22.4% |
| YTD | +30.0% | +11.1% | +18.9% | +24.4% |
| 1Y | +39.6% | +27.2% | +12.4% | +32.1% |
| 3Y | +115.2% | +153.7% | -38.4% | +83.9% |
| 5Y | +156.2% | +159.0% | -2.7% | +105.8% |
| All | +156.2% | +153.3% | +2.9% | +105.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling