+223.5%
C vs MTSI
+448.7%
-225.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.8% | -10.3% | -1.9% |
| 7D | -2.4% | -10.0% | +7.6% | -0.6% |
| 30D | -6.0% | -37.2% | +31.2% | +2.9% |
| 3M | -10.5% | -30.1% | +19.5% | -5.3% |
| 6M | -5.7% | -31.9% | +26.2% | -1.4% |
| YTD | +4.1% | +23.2% | -19.0% | -6.4% |
| 1Y | +20.5% | +26.4% | -5.9% | +7.4% |
| 3Y | +208.1% | +186.2% | +22.0% | +119.1% |
| 5Y | +110.4% | +187.0% | -76.6% | +45.5% |
| All | +223.5% | +448.7% | -225.2% | +68.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling