-6.2%
DOW vs MTSI
+1,099.8%
-1,106.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +9.0% | -10.4% | -3.4% |
| 7D | -9.4% | +3.5% | -12.9% | -10.8% |
| 30D | +8.9% | -30.3% | +39.3% | +16.4% |
| 3M | +6.7% | -26.0% | +32.7% | +11.0% |
| 6M | -14.2% | -36.1% | +21.9% | -9.4% |
| YTD | +36.9% | +34.3% | +2.6% | +13.6% |
| 1Y | +45.8% | +35.3% | +10.5% | +20.0% |
| 3Y | -23.9% | +217.6% | -241.5% | -54.9% |
| 5Y | -30.8% | +210.1% | -240.9% | -60.3% |
| All | -6.2% | +1,099.8% | -1,106.0% | -68.7% |
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