+3,653.2%
FIX vs MTSI
+448.7%
+3,204.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +10.8% | -5.4% | +1.8% |
| 7D | -17.5% | -10.0% | -7.5% | -14.5% |
| 30D | -41.6% | -37.2% | -4.4% | -32.0% |
| 3M | -40.6% | -30.1% | -10.5% | -33.5% |
| 6M | -49.4% | -31.9% | -17.5% | -43.1% |
| YTD | +9.2% | +23.2% | -14.0% | +2.6% |
| 1Y | +6.5% | +26.4% | -19.9% | -0.6% |
| 3Y | +448.7% | +186.2% | +262.6% | +317.1% |
| 5Y | +948.7% | +187.0% | +761.7% | +680.4% |
| All | +3,653.2% | +448.7% | +3,204.5% | +2,060.0% |
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