+502.3%
MKSI vs MTSI
+555.4%
-53.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.8% | +2.5% | +0.3% |
| 7D | +4.9% | +4.8% | +0.1% | +2.2% |
| 30D | -11.0% | -9.2% | -1.8% | -6.3% |
| 3M | -17.1% | -23.1% | +6.0% | -4.3% |
| 6M | +16.4% | +23.5% | -7.1% | +3.8% |
| YTD | +64.3% | +59.1% | +5.2% | +27.4% |
| 1Y | +137.7% | +106.9% | +30.9% | +61.3% |
| 3Y | +189.1% | +243.2% | -54.1% | +56.7% |
| 5Y | +83.1% | +324.5% | -241.4% | -9.2% |
| All | +502.3% | +555.4% | -53.0% | +109.6% |
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