-28.3%
DOW vs MTSI
+247.2%
-275.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +10.3% | -7.0% | +2.0% |
| 7D | -0.5% | +7.2% | -7.7% | -1.8% |
| 30D | +15.7% | -18.4% | +34.2% | +18.1% |
| 3M | +5.3% | -16.7% | +22.0% | +6.3% |
| 6M | -14.2% | -31.7% | +17.5% | -11.5% |
| YTD | +43.9% | +45.9% | -2.0% | +22.2% |
| 1Y | +53.1% | +47.0% | +6.1% | +29.2% |
| 3Y | -21.8% | +224.1% | -245.9% | -49.6% |
| 5Y | -28.3% | +238.5% | -266.8% | -58.8% |
| All | -28.3% | +247.2% | -275.5% | -58.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling