+7.1%
LOW vs MTSI
+206.4%
-199.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.6% | +5.7% | +0.8% |
| 7D | +1.4% | +10.0% | -8.6% | +0.1% |
| 30D | +21.7% | -20.3% | +42.0% | +24.2% |
| 3M | +5.0% | -24.4% | +29.4% | +7.3% |
| 6M | +4.6% | -39.2% | +43.8% | +9.7% |
| YTD | -3.5% | +35.5% | -39.0% | -15.3% |
| 1Y | +0.5% | +43.0% | -42.5% | -13.1% |
| 3Y | +24.8% | +196.3% | -171.5% | -17.0% |
| All | +7.1% | +206.4% | -199.3% | -32.7% |
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