+1,165.1%
MAR vs MTSI
+896.6%
+268.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -18.4% | +16.6% | +1.5% |
| 7D | +4.4% | -24.6% | +29.0% | +9.4% |
| 30D | +15.5% | -45.7% | +61.2% | +27.8% |
| 3M | +15.7% | -27.7% | +43.5% | +20.1% |
| 6M | +18.2% | -37.3% | +55.5% | +23.9% |
| YTD | +35.3% | +11.1% | +24.2% | +25.1% |
| 1Y | +48.6% | +27.2% | +21.5% | +33.1% |
| 3Y | +124.3% | +153.7% | -29.3% | +69.6% |
| 5Y | +159.7% | +159.0% | +0.7% | +91.7% |
| 10Y | +555.2% | +405.6% | +149.6% | +280.2% |
| All | +1,165.1% | +896.6% | +268.5% | +526.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling