-10.8%
DOW vs MTSI
+1,303.0%
-1,313.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.5% | -6.5% | -3.9% |
| 7D | -2.4% | +1.4% | -3.8% | -2.8% |
| 30D | +0.4% | +2.1% | -1.7% | -1.1% |
| 3M | -14.4% | -29.7% | +15.3% | -8.5% |
| 6M | -7.0% | +12.5% | -19.5% | -14.6% |
| YTD | +30.2% | +57.0% | -26.8% | +7.0% |
| 1Y | +29.2% | +103.9% | -74.7% | -3.1% |
| 3Y | -36.7% | +223.6% | -260.3% | -61.2% |
| 5Y | -37.7% | +321.6% | -359.2% | -66.5% |
| All | -10.8% | +1,303.0% | -1,313.8% | -70.5% |
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