+553.1%
MA vs MTSI
+448.7%
+104.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.8% | -11.3% | -2.3% |
| 7D | +2.3% | -10.0% | +12.3% | +3.6% |
| 30D | +14.7% | -37.2% | +51.9% | +22.8% |
| 3M | +13.5% | -30.1% | +43.6% | +18.2% |
| 6M | +33.1% | -31.9% | +65.0% | +36.3% |
| YTD | +15.1% | +23.2% | -8.1% | +2.7% |
| 1Y | +18.7% | +26.4% | -7.7% | +5.0% |
| 3Y | +72.1% | +186.2% | -114.1% | +20.7% |
| 5Y | +92.8% | +187.0% | -94.2% | +31.6% |
| All | +553.1% | +448.7% | +104.4% | +213.1% |
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