+16.8%
F vs MTSI
+10.3%
+6.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.5% | -2.0% | +1.1% |
| 7D | +5.3% | +1.4% | +3.9% | +5.2% |
| 30D | +4.6% | +2.1% | +2.5% | +3.8% |
| 3M | -3.7% | -29.7% | +26.1% | +2.8% |
| 6M | +16.8% | +12.5% | +4.3% | +12.1% |
| All | +16.8% | +10.3% | +6.5% | +12.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling