-29.5%
DOW vs MTSI
+183.3%
-212.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +10.8% | -12.7% | -3.2% |
| 7D | -9.5% | -10.0% | +0.5% | -8.5% |
| 30D | +13.1% | -37.2% | +50.3% | +19.6% |
| 3M | +4.8% | -30.1% | +34.9% | +8.3% |
| 6M | -16.7% | -31.9% | +15.2% | -15.2% |
| YTD | +38.9% | +23.2% | +15.7% | +20.7% |
| 1Y | +48.3% | +26.4% | +21.9% | +27.4% |
| 3Y | -24.4% | +186.2% | -210.5% | -50.7% |
| All | -29.5% | +183.3% | -212.8% | -58.2% |
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