+515.5%
MAR vs MTSI
+512.4%
+3.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +9.0% | -8.8% | -1.5% |
| 7D | +0.2% | +3.5% | -3.3% | -1.1% |
| 30D | +14.0% | -30.3% | +44.3% | +20.7% |
| 3M | +18.1% | -26.0% | +44.1% | +22.5% |
| 6M | +18.6% | -36.1% | +54.7% | +24.6% |
| YTD | +35.3% | +34.3% | +1.0% | +19.3% |
| 1Y | +44.5% | +35.3% | +9.2% | +26.8% |
| 3Y | +120.7% | +217.6% | -96.9% | +54.5% |
| 5Y | +164.1% | +210.1% | -46.0% | +81.5% |
| 10Y | +515.5% | +471.4% | +44.1% | +233.9% |
| All | +515.5% | +512.4% | +3.1% | +233.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling