+3.7%
F vs MTSI
+59.5%
-55.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.9% | +3.0% |
| 7D | +6.0% | -10.7% | +16.7% | +6.6% |
| 30D | +4.3% | -29.0% | +33.3% | +6.2% |
| 3M | -10.1% | -14.7% | +4.6% | -9.9% |
| 6M | +12.8% | -20.1% | +32.9% | +14.5% |
| YTD | -0.1% | +36.1% | -36.2% | -2.2% |
| 1Y | +3.7% | +61.7% | -58.1% | -1.5% |
| All | +3.7% | +59.5% | -55.8% | -1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling