+158.5%
MAR vs MTSI
+155.6%
+2.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -18.4% | +16.6% | +1.7% |
| 7D | +4.4% | -24.6% | +29.0% | +9.7% |
| 30D | +15.5% | -45.7% | +61.2% | +29.0% |
| 3M | +15.7% | -27.7% | +43.5% | +20.0% |
| 6M | +18.2% | -37.3% | +55.5% | +23.6% |
| YTD | +35.3% | +11.1% | +24.2% | +18.7% |
| 1Y | +48.6% | +27.2% | +21.5% | +24.2% |
| 3Y | +124.3% | +153.7% | -29.3% | +38.0% |
| All | +158.5% | +155.6% | +2.9% | +43.7% |
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 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