-11.4%
F vs MTSI
+153.3%
-164.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -18.4% | +17.2% | +3.4% |
| 7D | +1.4% | -24.6% | +26.0% | +7.9% |
| 30D | +2.0% | -45.7% | +47.8% | +17.5% |
| 3M | -10.4% | -27.7% | +17.4% | -6.5% |
| 6M | +9.7% | -37.3% | +47.0% | +16.9% |
| YTD | -1.2% | +11.1% | -12.3% | -15.3% |
| 1Y | 0.0% | +27.2% | -27.1% | -19.2% |
| 3Y | +41.1% | +153.7% | -112.6% | -25.2% |
| 5Y | -11.4% | +159.0% | -170.4% | -58.3% |
| All | -11.4% | +153.3% | -164.8% | -58.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling