+142.2%
CI vs MTSI
+512.4%
-370.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +9.0% | -8.3% | 0.0% |
| 7D | +0.1% | +3.5% | -3.4% | -0.4% |
| 30D | +4.7% | -30.3% | +35.0% | +7.1% |
| 3M | +5.2% | -26.0% | +31.2% | +6.8% |
| 6M | +3.8% | -36.1% | +39.9% | +5.9% |
| YTD | +9.2% | +34.3% | -25.1% | +3.1% |
| 1Y | +14.3% | +35.3% | -21.0% | +7.6% |
| 3Y | +8.4% | +217.6% | -209.2% | -10.0% |
| 5Y | +50.0% | +210.1% | -160.1% | +22.3% |
| 10Y | +142.2% | +471.4% | -329.2% | +58.0% |
| All | +142.2% | +512.4% | -370.2% | +58.0% |
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