+161.8%
MAR vs MTSI
+320.9%
-159.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.3% | -0.6% |
| 7D | -4.2% | +1.4% | -5.5% | -4.4% |
| 30D | -6.7% | +2.1% | -8.8% | -7.8% |
| 3M | -12.5% | -29.7% | +17.2% | -6.7% |
| 6M | +0.6% | +12.5% | -12.0% | -6.6% |
| YTD | +9.1% | +57.0% | -47.9% | -8.7% |
| 1Y | +26.2% | +103.9% | -77.7% | -3.8% |
| 3Y | +68.2% | +223.6% | -155.4% | +3.0% |
| All | +161.8% | +320.9% | -159.0% | +36.9% |
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