+43.8%
IR vs MTSI
+153.3%
-109.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -18.4% | +15.6% | +2.1% |
| 7D | +2.3% | -24.6% | +26.9% | +9.6% |
| 30D | +3.3% | -45.7% | +49.1% | +20.4% |
| 3M | -9.0% | -27.7% | +18.7% | -3.9% |
| 6M | +8.0% | -37.3% | +45.3% | +15.9% |
| YTD | +3.4% | +11.1% | -7.7% | -10.3% |
| 1Y | +4.5% | +27.2% | -22.7% | -14.3% |
| 3Y | +25.6% | +153.7% | -128.1% | -27.6% |
| 5Y | +43.8% | +159.0% | -115.2% | -25.0% |
| All | +43.8% | +153.3% | -109.5% | -25.0% |
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 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