+93.7%
MA vs MTSI
+153.3%
-59.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -18.4% | +15.9% | -0.6% |
| 7D | +3.2% | -24.6% | +27.8% | +6.0% |
| 30D | +15.9% | -45.7% | +61.7% | +23.2% |
| 3M | +15.2% | -27.7% | +42.9% | +17.2% |
| 6M | +32.4% | -37.3% | +69.7% | +34.6% |
| YTD | +15.6% | +11.1% | +4.5% | +4.0% |
| 1Y | +19.3% | +27.2% | -7.9% | +3.8% |
| 3Y | +73.0% | +153.7% | -80.7% | +15.9% |
| 5Y | +93.7% | +159.0% | -65.2% | +16.8% |
| All | +93.7% | +153.3% | -59.6% | +16.8% |
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