+568.4%
MA vs MTSI
+454.4%
+114.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.7% |
| 7D | +1.8% | -3.8% | +5.6% | +2.0% |
| 30D | +11.8% | -31.4% | +43.2% | +17.9% |
| 3M | +17.2% | -23.8% | +40.9% | +20.2% |
| 6M | +33.4% | -37.1% | +70.5% | +39.1% |
| YTD | +16.1% | +32.2% | -16.1% | +2.3% |
| 1Y | +19.9% | +26.9% | -7.0% | +6.3% |
| 3Y | +70.1% | +193.7% | -123.7% | +19.0% |
| 5Y | +89.6% | +218.0% | -128.4% | +27.0% |
| 10Y | +568.4% | +477.8% | +90.7% | +216.8% |
| All | +568.4% | +454.4% | +114.0% | +216.8% |
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