-4.9%
DOW vs MTSI
+1,000.6%
-1,005.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +10.8% | -12.7% | -4.2% |
| 7D | -9.5% | -10.0% | +0.5% | -8.0% |
| 30D | +13.1% | -37.2% | +50.3% | +23.7% |
| 3M | +4.8% | -30.1% | +34.9% | +10.4% |
| 6M | -16.7% | -31.9% | +15.2% | -14.1% |
| YTD | +38.9% | +23.2% | +15.7% | +17.5% |
| 1Y | +48.3% | +26.4% | +21.9% | +23.9% |
| 3Y | -24.4% | +186.2% | -210.5% | -54.0% |
| 5Y | -29.2% | +187.0% | -216.3% | -58.7% |
| All | -4.9% | +1,000.6% | -1,005.5% | -67.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling