+418.9%
C vs MTSI
+1,308.1%
-889.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.8% | -1.1% |
| 7D | +3.6% | +1.4% | +2.2% | +3.3% |
| 30D | +0.1% | +2.1% | -2.0% | -1.1% |
| 3M | +2.4% | -29.7% | +32.2% | +9.1% |
| 6M | +24.9% | +12.5% | +12.4% | +18.5% |
| YTD | +19.8% | +57.0% | -37.2% | +4.6% |
| 1Y | +44.9% | +103.9% | -59.1% | +18.3% |
| 3Y | +263.0% | +223.6% | +39.4% | +160.0% |
| 5Y | +129.5% | +321.6% | -192.0% | +51.5% |
| 10Y | +291.6% | +517.7% | -226.1% | +103.6% |
| All | +418.9% | +1,308.1% | -889.3% | +124.2% |
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