+24.0%
B vs MTSI
+32.8%
-8.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +9.0% | -4.8% | +2.5% |
| 7D | +11.3% | +3.5% | +7.8% | +9.8% |
| 30D | +2.9% | -30.3% | +33.3% | +9.9% |
| 3M | -2.9% | -26.0% | +23.1% | +1.9% |
| 6M | -1.2% | -36.1% | +34.9% | +6.1% |
| YTD | -1.3% | +34.3% | -35.6% | -11.2% |
| All | +24.0% | +32.8% | -8.7% | +12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling