+18.7%
MA vs MTSI
+38.8%
-20.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.8% | -11.3% | +0.3% |
| 7D | +2.3% | -10.0% | +12.3% | +1.7% |
| 30D | +14.7% | -37.2% | +51.9% | +10.9% |
| 3M | +13.5% | -30.1% | +43.6% | +11.2% |
| 6M | +33.1% | -31.9% | +65.0% | +28.5% |
| YTD | +15.1% | +23.2% | -8.1% | +13.3% |
| 1Y | +18.7% | +26.4% | -7.7% | +15.9% |
| All | +18.7% | +38.8% | -20.1% | +15.9% |
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