+1,026.0%
ALL vs MTSI
+1,120.6%
-94.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.9% | +3.0% |
| 7D | +7.5% | -10.7% | +18.2% | +8.2% |
| 30D | +19.7% | -29.0% | +48.7% | +22.1% |
| 3M | +2.9% | -14.7% | +17.6% | +3.2% |
| 6M | +23.5% | -20.1% | +43.6% | +23.3% |
| YTD | +31.1% | +36.1% | -5.0% | +24.5% |
| 1Y | +40.5% | +61.7% | -21.3% | +31.1% |
| 3Y | +117.1% | +210.7% | -93.5% | +86.7% |
| 5Y | +158.6% | +212.8% | -54.2% | +119.1% |
| 10Y | +402.4% | +519.2% | -116.8% | +266.2% |
| All | +1,026.0% | +1,120.6% | -94.6% | +659.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling