+49.4%
MAR vs MTSI
+38.8%
+10.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +10.8% | -11.0% | -0.3% |
| 7D | +4.3% | -10.0% | +14.3% | +4.4% |
| 30D | +16.8% | -37.2% | +54.0% | +17.4% |
| 3M | +16.0% | -30.1% | +46.1% | +16.5% |
| 6M | +16.5% | -31.9% | +48.4% | +16.6% |
| YTD | +35.0% | +23.2% | +11.9% | +31.5% |
| 1Y | +49.4% | +26.4% | +23.0% | +44.1% |
| All | +49.4% | +38.8% | +10.6% | +44.1% |
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