+5.0%
B vs MTSI
-35.1%
+40.1%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -18.4% | +18.9% | +3.4% |
| 7D | +4.3% | -24.6% | +28.9% | +8.9% |
| 30D | -0.9% | -45.7% | +44.8% | +9.3% |
| 3M | -1.4% | -27.7% | +26.4% | +2.6% |
| 6M | +5.0% | -37.3% | +42.3% | +12.1% |
| All | +5.0% | -35.1% | +40.1% | +12.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling