+57.4%
MAR vs MTSI
+59.5%
-2.2%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.0% |
| 7D | +7.7% | -10.7% | +18.4% | +7.9% |
| 30D | +19.4% | -29.0% | +48.4% | +19.9% |
| 3M | +23.3% | -14.7% | +38.0% | +23.5% |
| 6M | +22.8% | -20.1% | +42.9% | +22.3% |
| YTD | +37.8% | +36.1% | +1.7% | +34.4% |
| 1Y | +57.4% | +61.7% | -4.4% | +51.2% |
| All | +57.4% | +59.5% | -2.2% | +51.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling