+48.4%
IR vs MTSI
+320.9%
-272.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.5% | -2.2% | +0.3% |
| 7D | -2.8% | +1.4% | -4.2% | -3.2% |
| 30D | -15.1% | +2.1% | -17.2% | -16.6% |
| 3M | +6.1% | -29.7% | +35.8% | +15.6% |
| 6M | -16.8% | +12.5% | -29.3% | -23.9% |
| YTD | -3.5% | +57.0% | -60.6% | -22.2% |
| 1Y | -3.5% | +103.9% | -107.4% | -30.3% |
| 3Y | +9.5% | +223.6% | -214.1% | -38.8% |
| All | +48.4% | +320.9% | -272.5% | -31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling