+1,645.7%
MA vs MTSI
+1,120.6%
+525.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.0% | +4.9% | +4.1% |
| 7D | +10.2% | -10.7% | +20.9% | +12.1% |
| 30D | +19.3% | -29.0% | +48.3% | +25.4% |
| 3M | +18.0% | -14.7% | +32.7% | +18.8% |
| 6M | +33.7% | -20.1% | +53.8% | +33.6% |
| YTD | +18.6% | +36.1% | -17.5% | +5.5% |
| 1Y | +22.5% | +61.7% | -39.3% | +4.8% |
| 3Y | +77.4% | +210.7% | -133.3% | +27.4% |
| 5Y | +106.6% | +212.8% | -106.2% | +44.8% |
| 10Y | +592.2% | +519.2% | +73.0% | +267.8% |
| All | +1,645.7% | +1,120.6% | +525.1% | +729.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling