+34.0%
B vs MTSI
+1,308.1%
-1,274.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.5% | -5.7% | -2.5% |
| 7D | -1.6% | +1.4% | -3.0% | -1.7% |
| 30D | +9.4% | +2.1% | +7.3% | +9.0% |
| 3M | +5.0% | -29.7% | +34.7% | +7.9% |
| 6M | -3.5% | +12.5% | -16.1% | -5.2% |
| YTD | +4.5% | +57.0% | -52.6% | -0.2% |
| 1Y | +67.8% | +103.9% | -36.1% | +56.7% |
| 3Y | +196.7% | +223.6% | -26.9% | +164.1% |
| 5Y | +151.9% | +321.6% | -169.6% | +117.6% |
| 10Y | +202.2% | +517.7% | -315.5% | +140.9% |
| All | +34.0% | +1,308.1% | -1,274.1% | -7.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling