+539.2%
MAR vs MTSI
+539.0%
+0.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +10.3% | -10.1% | -1.7% |
| 7D | +1.0% | +7.2% | -6.2% | -1.0% |
| 30D | +16.2% | -18.4% | +34.7% | +19.3% |
| 3M | +23.1% | -16.7% | +39.7% | +24.6% |
| 6M | +22.0% | -31.7% | +53.7% | +26.5% |
| YTD | +39.2% | +45.9% | -6.7% | +20.7% |
| 1Y | +48.3% | +47.0% | +1.3% | +28.0% |
| 3Y | +123.4% | +224.1% | -100.7% | +56.0% |
| 5Y | +185.4% | +238.5% | -53.1% | +92.7% |
| 10Y | +539.2% | +512.7% | +26.5% | +239.9% |
| All | +539.2% | +539.0% | +0.1% | +239.9% |
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