+73.4%
CL vs MTSI
+448.7%
-375.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +10.8% | -13.0% | -2.3% |
| 7D | +1.3% | -10.0% | +11.3% | +1.5% |
| 30D | +11.4% | -37.2% | +48.5% | +12.2% |
| 3M | +4.4% | -30.1% | +34.5% | +4.9% |
| 6M | +10.8% | -31.9% | +42.7% | +10.9% |
| YTD | +25.1% | +23.2% | +2.0% | +22.5% |
| 1Y | +28.0% | +26.4% | +1.6% | +25.0% |
| 3Y | +37.6% | +186.2% | -148.5% | +27.6% |
| 5Y | +39.7% | +187.0% | -147.3% | +28.2% |
| All | +73.4% | +448.7% | -375.3% | +39.8% |
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