+47.9%
MAR vs MTSI
+28.6%
+19.3%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.5% | +4.2% | +2.7% |
| 7D | +2.9% | -3.8% | +6.7% | +2.9% |
| 30D | +17.0% | -31.4% | +48.4% | +17.5% |
| 3M | +23.2% | -23.8% | +46.9% | +23.5% |
| 6M | +21.7% | -37.1% | +58.8% | +23.2% |
| YTD | +38.9% | +32.2% | +6.6% | +35.0% |
| All | +47.9% | +28.6% | +19.3% | +42.7% |
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