+325.3%
IR vs MTSI
+334.9%
-9.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +10.8% | -9.4% | -1.0% |
| 7D | +3.7% | -10.0% | +13.7% | +5.5% |
| 30D | +7.4% | -37.2% | +44.6% | +18.0% |
| 3M | -5.9% | -30.1% | +24.1% | -0.2% |
| 6M | +5.6% | -31.9% | +37.5% | +10.4% |
| YTD | +4.8% | +23.2% | -18.3% | -6.0% |
| 1Y | +6.9% | +26.4% | -19.5% | -5.0% |
| 3Y | +27.6% | +186.2% | -158.6% | -10.2% |
| 5Y | +45.8% | +187.0% | -141.2% | +0.5% |
| All | +325.3% | +334.9% | -9.7% | +116.8% |
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