+584.1%
MA vs MTSI
+498.4%
+85.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.0% |
| 7D | -0.5% | +29.1% | -29.6% | -5.0% |
| 30D | +7.9% | -20.4% | +28.3% | +10.9% |
| 3M | +16.8% | -20.9% | +37.7% | +19.0% |
| 6M | +31.0% | -32.3% | +63.2% | +34.9% |
| YTD | +15.0% | +43.5% | -28.4% | -0.1% |
| 1Y | +17.0% | +43.8% | -26.8% | +1.3% |
| 3Y | +68.5% | +218.8% | -150.3% | +16.2% |
| 5Y | +85.0% | +228.3% | -143.4% | +23.3% |
| All | +584.1% | +498.4% | +85.7% | +221.8% |
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