+20.2%
B vs MTSI
+1,120.6%
-1,100.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -1.0% | +9.3% | +8.4% |
| 7D | +1.1% | -10.7% | +11.8% | +2.1% |
| 30D | +0.3% | -29.0% | +29.3% | +3.4% |
| 3M | +5.4% | -14.7% | +20.1% | +6.4% |
| 6M | +5.5% | -20.1% | +25.6% | +6.8% |
| YTD | -6.3% | +36.1% | -42.4% | -9.6% |
| 1Y | +29.4% | +61.7% | -32.4% | +23.0% |
| 3Y | +160.3% | +210.7% | -50.4% | +132.5% |
| 5Y | +144.6% | +212.8% | -68.2% | +116.0% |
| 10Y | +169.3% | +519.2% | -349.9% | +115.2% |
| All | +20.2% | +1,120.6% | -1,100.4% | -16.2% |
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