+10.1%
IR vs MTSI
+41.9%
-31.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +10.3% | -11.2% | -2.1% |
| 7D | +1.1% | +7.2% | -6.1% | -0.1% |
| 30D | +7.6% | -18.4% | +26.0% | +9.3% |
| 3M | +0.1% | -16.7% | +16.8% | +1.2% |
| 6M | +14.0% | -31.7% | +45.7% | +18.2% |
| YTD | +7.5% | +45.9% | -38.4% | -3.8% |
| 1Y | +10.1% | +47.0% | -36.9% | -0.7% |
| All | +10.1% | +41.9% | -31.8% | -0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling