+5.6%
LOW vs MTSI
+183.3%
-177.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +10.8% | -12.0% | -2.5% |
| 7D | +7.4% | -10.0% | +17.4% | +8.4% |
| 30D | +24.5% | -37.2% | +61.7% | +31.3% |
| 3M | +3.5% | -30.1% | +33.5% | +6.7% |
| 6M | -2.6% | -31.9% | +29.3% | -0.9% |
| YTD | -4.8% | +23.2% | -28.0% | -15.4% |
| 1Y | -0.8% | +26.4% | -27.2% | -12.6% |
| 3Y | +22.8% | +186.2% | -163.3% | -18.8% |
| All | +5.6% | +183.3% | -177.7% | -33.4% |
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 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