+32.4%
MA vs MTSI
-35.1%
+67.4%
-8.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -18.4% | +15.9% | -4.2% |
| 7D | +3.2% | -24.6% | +27.8% | +0.6% |
| 30D | +15.9% | -45.7% | +61.7% | +9.6% |
| 3M | +15.2% | -27.7% | +42.9% | +13.0% |
| 6M | +32.4% | -37.3% | +69.7% | +25.9% |
| All | +32.4% | -35.1% | +67.4% | +25.9% |
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 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