+48.3%
DOW vs MTSI
+38.8%
+9.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +10.8% | -12.7% | -0.9% |
| 7D | -9.5% | -10.0% | +0.5% | -10.1% |
| 30D | +13.1% | -37.2% | +50.3% | +9.1% |
| 3M | +4.8% | -30.1% | +34.9% | +2.6% |
| 6M | -16.7% | -31.9% | +15.2% | -17.2% |
| YTD | +38.9% | +23.2% | +15.7% | +41.9% |
| 1Y | +48.3% | +26.4% | +21.9% | +52.7% |
| All | +48.3% | +38.8% | +9.5% | +52.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling