+157.6%
B vs MTSI
+320.9%
-163.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.5% | -5.7% | -2.7% |
| 7D | -1.6% | +1.4% | -3.0% | -1.8% |
| 30D | +9.4% | +2.1% | +7.3% | +8.7% |
| 3M | +5.0% | -29.7% | +34.7% | +9.4% |
| 6M | -3.5% | +12.5% | -16.1% | -5.9% |
| YTD | +4.5% | +57.0% | -52.6% | -2.0% |
| 1Y | +67.8% | +103.9% | -36.1% | +52.7% |
| 3Y | +196.7% | +223.6% | -26.9% | +154.8% |
| All | +157.6% | +320.9% | -163.3% | +116.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling