+214.8%
B vs MTSI
+465.0%
-250.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.6% | +4.9% | -0.1% |
| 7D | -7.3% | +10.0% | -17.3% | -8.3% |
| 30D | -3.3% | -20.3% | +17.0% | -1.6% |
| 3M | -7.8% | -24.4% | +16.7% | -5.9% |
| 6M | -15.5% | -39.2% | +23.6% | -12.3% |
| YTD | -12.3% | +35.5% | -47.7% | -16.0% |
| 1Y | +5.4% | +43.0% | -37.7% | +0.4% |
| 3Y | +165.5% | +196.3% | -30.7% | +134.2% |
| 5Y | +107.0% | +210.0% | -103.0% | +79.8% |
| All | +214.8% | +465.0% | -250.2% | +146.8% |
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 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