-15.8%
F vs MTSI
+183.3%
-199.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.8% | -11.6% | -3.4% |
| 7D | +1.6% | -10.0% | +11.5% | +3.3% |
| 30D | +2.6% | -37.2% | +39.8% | +13.7% |
| 3M | -8.8% | -30.1% | +21.2% | -3.2% |
| 6M | +4.6% | -31.9% | +36.5% | +9.2% |
| YTD | -1.9% | +23.2% | -25.1% | -18.2% |
| 1Y | -0.8% | +26.4% | -27.2% | -18.4% |
| 3Y | +43.5% | +186.2% | -142.7% | -26.6% |
| All | -15.8% | +183.3% | -199.1% | -61.2% |
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 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