+158.0%
MAR vs MTSI
+183.3%
-25.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +10.8% | -11.0% | -2.3% |
| 7D | +4.3% | -10.0% | +14.3% | +5.8% |
| 30D | +16.8% | -37.2% | +54.0% | +26.6% |
| 3M | +16.0% | -30.1% | +46.1% | +21.8% |
| 6M | +16.5% | -31.9% | +48.4% | +19.9% |
| YTD | +35.0% | +23.2% | +11.9% | +16.0% |
| 1Y | +49.4% | +26.4% | +23.0% | +26.7% |
| 3Y | +124.1% | +186.2% | -62.1% | +34.1% |
| All | +158.0% | +183.3% | -25.3% | +40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling