-1.4%
LOW vs MTSI
+59.5%
-60.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.0% | +8.5% | +7.5% |
| 7D | +15.6% | -10.7% | +26.3% | +15.3% |
| 30D | +28.6% | -29.0% | +57.6% | +28.0% |
| 3M | +5.8% | -14.7% | +20.5% | +5.4% |
| 6M | +3.8% | -20.1% | +23.9% | +2.4% |
| YTD | -2.8% | +36.1% | -38.9% | -6.5% |
| 1Y | -1.4% | +61.7% | -63.2% | -4.2% |
| All | -1.4% | +59.5% | -60.9% | -4.2% |
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