+135.2%
B vs MTSI
+153.3%
-18.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -18.4% | +18.9% | +3.1% |
| 7D | +4.3% | -24.6% | +28.9% | +8.2% |
| 30D | -0.9% | -45.7% | +44.8% | +7.6% |
| 3M | -1.4% | -27.7% | +26.4% | +2.1% |
| 6M | +5.0% | -37.3% | +42.3% | +10.4% |
| YTD | -5.8% | +11.1% | -17.0% | -8.3% |
| 1Y | +25.6% | +27.2% | -1.6% | +20.2% |
| 3Y | +161.6% | +153.7% | +8.0% | +129.8% |
| 5Y | +135.2% | +159.0% | -23.8% | +95.7% |
| All | +135.2% | +153.3% | -18.1% | +95.7% |
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