-37.4%
DOW vs MTSI
+320.9%
-358.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.5% | -6.5% | -3.6% |
| 7D | -2.4% | +1.4% | -3.8% | -2.6% |
| 30D | +0.4% | +2.1% | -1.7% | -0.6% |
| 3M | -14.4% | -29.7% | +15.3% | -10.0% |
| 6M | -7.0% | +12.5% | -19.5% | -13.0% |
| YTD | +30.2% | +57.0% | -26.8% | +11.0% |
| 1Y | +29.2% | +103.9% | -74.7% | +1.7% |
| 3Y | -36.7% | +223.6% | -260.3% | -58.4% |
| All | -37.4% | +320.9% | -358.3% | -65.4% |
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