+186.7%
B vs MTSI
+448.7%
-262.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.8% | -10.3% | -0.6% |
| 7D | +9.6% | -10.0% | +19.6% | +10.4% |
| 30D | +3.5% | -37.2% | +40.7% | +8.2% |
| 3M | -1.6% | -30.1% | +28.5% | +1.4% |
| 6M | -1.7% | -31.9% | +30.2% | +1.0% |
| YTD | -5.3% | +23.2% | -28.5% | -8.3% |
| 1Y | +27.2% | +26.4% | +0.8% | +22.8% |
| 3Y | +166.1% | +186.2% | -20.0% | +136.2% |
| 5Y | +136.5% | +187.0% | -50.6% | +107.3% |
| All | +186.7% | +448.7% | -262.1% | +128.5% |
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