+73.1%
MA vs MTSI
+320.9%
-247.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.5% | -4.6% | -1.5% |
| 7D | -2.7% | +1.4% | -4.1% | -2.9% |
| 30D | +1.5% | +2.1% | -0.6% | +0.7% |
| 3M | +20.4% | -29.7% | +50.2% | +24.9% |
| 6M | +11.1% | +12.5% | -1.4% | +4.8% |
| YTD | +2.0% | +57.0% | -55.1% | -10.6% |
| 1Y | -2.2% | +103.9% | -106.1% | -19.7% |
| 3Y | +41.9% | +223.6% | -181.7% | -4.0% |
| All | +73.1% | +320.9% | -247.8% | -1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling