+200.5%
B vs MTSI
+512.4%
-311.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +9.0% | -4.8% | +3.3% |
| 7D | +11.3% | +3.5% | +7.8% | +10.5% |
| 30D | +2.9% | -30.3% | +33.3% | +6.4% |
| 3M | -2.9% | -26.0% | +23.1% | -0.6% |
| 6M | -1.2% | -36.1% | +34.9% | +2.2% |
| YTD | -1.3% | +34.3% | -35.6% | -5.3% |
| 1Y | +30.4% | +35.3% | -4.9% | +25.0% |
| 3Y | +195.3% | +217.6% | -22.4% | +159.3% |
| 5Y | +146.2% | +210.1% | -63.9% | +114.0% |
| 10Y | +200.5% | +471.4% | -271.0% | +136.6% |
| All | +200.5% | +512.4% | -311.9% | +136.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling