+221.9%
C vs MTSI
+395.1%
-173.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -18.4% | +13.3% | -1.0% |
| 7D | -5.3% | -24.6% | +19.3% | +0.3% |
| 30D | -7.3% | -45.7% | +38.4% | +4.9% |
| 3M | -13.5% | -27.7% | +14.3% | -9.3% |
| 6M | -6.5% | -37.3% | +30.8% | -0.3% |
| YTD | +3.6% | +11.1% | -7.5% | -4.6% |
| 1Y | +18.9% | +27.2% | -8.3% | +5.5% |
| 3Y | +205.0% | +153.7% | +51.3% | +123.0% |
| 5Y | +109.4% | +159.0% | -49.6% | +48.3% |
| All | +221.9% | +395.1% | -173.2% | +72.1% |
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 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