+18.2%
MA vs MTSI
+43.9%
-25.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.3% |
| 7D | -0.5% | +29.1% | -29.6% | +1.5% |
| 30D | +7.9% | -20.4% | +28.3% | +6.3% |
| 3M | +16.8% | -20.9% | +37.7% | +15.4% |
| 6M | +31.0% | -32.3% | +63.2% | +27.5% |
| YTD | +15.0% | +43.5% | -28.4% | +15.0% |
| All | +18.2% | +43.9% | -25.7% | +17.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling