+95.6%
F vs MTSI
+514.0%
-418.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.5% | -2.0% | +0.7% |
| 7D | +5.3% | +1.4% | +3.9% | +5.0% |
| 30D | +4.6% | +2.1% | +2.5% | +3.3% |
| 3M | -3.7% | -29.7% | +26.1% | +2.6% |
| 6M | +16.8% | +12.5% | +4.3% | +10.4% |
| YTD | +15.3% | +57.0% | -41.7% | +0.1% |
| 1Y | +31.0% | +103.9% | -72.9% | +6.1% |
| 3Y | +45.4% | +223.6% | -178.1% | +1.6% |
| 5Y | +54.7% | +321.6% | -266.9% | +0.4% |
| All | +95.6% | +514.0% | -418.5% | -1.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling