+19.4%
MA vs MTSI
+32.8%
-13.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +9.0% | -8.5% | +1.1% |
| 7D | -0.3% | +3.5% | -3.9% | +0.2% |
| 30D | +11.3% | -30.3% | +41.6% | +8.5% |
| 3M | +16.7% | -26.0% | +42.7% | +14.8% |
| 6M | +32.8% | -36.1% | +68.9% | +28.7% |
| YTD | +15.6% | +34.3% | -18.7% | +14.7% |
| All | +19.4% | +32.8% | -13.4% | +18.3% |
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