+185.4%
MAR vs MTSI
+247.2%
-61.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +10.3% | -10.1% | -1.7% |
| 7D | +1.0% | +7.2% | -6.2% | -0.9% |
| 30D | +16.2% | -18.4% | +34.7% | +19.6% |
| 3M | +23.1% | -16.7% | +39.7% | +24.8% |
| 6M | +22.0% | -31.7% | +53.7% | +27.3% |
| YTD | +39.2% | +45.9% | -6.7% | +15.5% |
| 1Y | +48.3% | +47.0% | +1.3% | +22.3% |
| 3Y | +123.4% | +224.1% | -100.7% | +31.2% |
| 5Y | +185.4% | +238.5% | -53.1% | +50.5% |
| All | +185.4% | +247.2% | -61.8% | +50.5% |
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