+70.6%
MA vs MTSI
+226.9%
-156.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +10.3% | -10.0% | +0.2% |
| 7D | -1.8% | +7.2% | -9.0% | -1.9% |
| 30D | +11.0% | -18.4% | +29.5% | +11.3% |
| 3M | +17.9% | -16.7% | +34.6% | +18.0% |
| 6M | +33.2% | -31.7% | +64.9% | +33.7% |
| YTD | +16.5% | +45.9% | -29.4% | +9.2% |
| 1Y | +19.1% | +47.0% | -27.9% | +11.4% |
| All | +70.6% | +226.9% | -156.3% | +40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling