+227.0%
LOW vs MTSI
+513.8%
-286.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.5% | -2.2% | +0.7% |
| 7D | -1.7% | +1.4% | -3.1% | -2.0% |
| 30D | -7.0% | +2.1% | -9.1% | -7.9% |
| 3M | -0.9% | -29.7% | +28.9% | +4.0% |
| 6M | -20.1% | +12.5% | -32.6% | -24.0% |
| YTD | -13.9% | +57.0% | -70.9% | -23.6% |
| 1Y | -21.1% | +103.9% | -125.1% | -34.1% |
| 3Y | -6.6% | +223.6% | -230.2% | -31.3% |
| 5Y | +9.4% | +321.6% | -312.2% | -25.3% |
| All | +227.0% | +513.8% | -286.8% | +73.4% |
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