-27.5%
DOW vs MTSI
+206.4%
-233.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.6% | +5.2% | +0.4% |
| 7D | +5.2% | +10.0% | -4.8% | +3.8% |
| 30D | +13.2% | -20.3% | +33.5% | +15.7% |
| 3M | +10.1% | -24.4% | +34.5% | +12.6% |
| 6M | -13.1% | -39.2% | +26.1% | -8.6% |
| YTD | +46.1% | +35.5% | +10.6% | +25.2% |
| 1Y | +50.0% | +43.0% | +7.0% | +26.5% |
| 3Y | -20.2% | +196.3% | -216.5% | -47.9% |
| All | -27.5% | +206.4% | -233.9% | -57.8% |
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