+142.2%
CI vs MTSI
+498.4%
-356.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.6% |
| 7D | -1.7% | +29.1% | -30.8% | -3.8% |
| 30D | +4.9% | -20.4% | +25.3% | +6.2% |
| 3M | +7.4% | -20.9% | +28.3% | +8.4% |
| 6M | +0.4% | -32.3% | +32.6% | +2.0% |
| YTD | +9.5% | +43.5% | -34.0% | +2.8% |
| 1Y | +12.0% | +43.8% | -31.8% | +5.0% |
| 3Y | +7.1% | +218.8% | -211.7% | -10.9% |
| 5Y | +49.3% | +228.3% | -179.0% | +21.2% |
| All | +142.2% | +498.4% | -356.2% | +54.8% |
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