+33.7%
MA vs MTSI
-18.6%
+52.3%
-8.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.0% | +4.9% | +3.8% |
| 7D | +10.2% | -10.7% | +20.9% | +9.0% |
| 30D | +19.3% | -29.0% | +48.3% | +15.5% |
| 3M | +18.0% | -14.7% | +32.7% | +17.2% |
| 6M | +33.7% | -20.1% | +53.8% | +30.0% |
| All | +33.7% | -18.6% | +52.3% | +30.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling