+81.1%
F vs MTSI
+395.1%
-313.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -18.4% | +17.2% | +2.7% |
| 7D | +1.4% | -24.6% | +26.0% | +6.9% |
| 30D | +2.0% | -45.7% | +47.8% | +14.6% |
| 3M | -10.4% | -27.7% | +17.4% | -6.8% |
| 6M | +9.7% | -37.3% | +47.0% | +16.1% |
| YTD | -1.2% | +11.1% | -12.3% | -9.6% |
| 1Y | 0.0% | +27.2% | -27.1% | -11.8% |
| 3Y | +41.1% | +153.7% | -112.6% | +1.4% |
| 5Y | -11.4% | +159.0% | -170.4% | -37.9% |
| All | +81.1% | +395.1% | -313.9% | +2.2% |
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