+337.2%
IR vs MTSI
+406.6%
-69.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.7% |
| 7D | +4.3% | +29.1% | -24.9% | -1.9% |
| 30D | +8.1% | -20.4% | +28.5% | +12.4% |
| 3M | +0.7% | -20.9% | +21.6% | +3.8% |
| 6M | +16.6% | -32.3% | +48.9% | +22.5% |
| YTD | +7.8% | +43.5% | -35.7% | -6.8% |
| 1Y | +9.9% | +43.8% | -33.9% | -5.2% |
| 3Y | +25.2% | +218.8% | -193.5% | -14.0% |
| 5Y | +46.8% | +228.3% | -181.5% | -2.1% |
| All | +337.2% | +406.6% | -69.4% | +115.0% |
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