+332.0%
MKSI vs MTSI
+465.0%
-133.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.6% | +2.9% | +0.4% |
| 7D | +12.2% | +10.0% | +2.2% | +6.4% |
| 30D | -8.0% | -20.3% | +12.3% | +3.2% |
| 3M | -29.5% | -24.4% | -5.1% | -19.1% |
| 6M | -31.9% | -39.2% | +7.3% | -12.1% |
| YTD | +35.3% | +35.5% | -0.2% | +12.8% |
| 1Y | +50.3% | +43.0% | +7.2% | +21.9% |
| 3Y | +216.4% | +196.3% | +20.1% | +82.9% |
| 5Y | +34.4% | +210.0% | -175.6% | -24.0% |
| All | +332.0% | +465.0% | -133.0% | +55.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling