+340.0%
IR vs MTSI
+366.9%
-26.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.4% | -0.8% |
| 7D | +1.5% | -3.8% | +5.4% | +1.9% |
| 30D | +9.0% | -31.4% | +40.4% | +17.4% |
| 3M | -0.9% | -23.8% | +22.9% | +3.2% |
| 6M | +13.4% | -37.1% | +50.5% | +21.3% |
| YTD | +8.5% | +32.2% | -23.8% | -4.3% |
| 1Y | +11.3% | +26.9% | -15.7% | -1.1% |
| 3Y | +26.0% | +193.7% | -167.8% | -11.7% |
| 5Y | +47.9% | +218.0% | -170.2% | -0.4% |
| All | +340.0% | +366.9% | -26.9% | +120.7% |
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