+193.1%
MKSI vs MTSI
+241.4%
-48.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.2% | +0.2% |
| 7D | +7.7% | +4.9% | +2.9% | +3.6% |
| 30D | -12.9% | -11.6% | -1.3% | -4.2% |
| 3M | -14.8% | -24.1% | +9.2% | +5.6% |
| 6M | +26.6% | +32.4% | -5.8% | -3.1% |
| YTD | +66.6% | +60.4% | +6.1% | +6.1% |
| 1Y | +144.6% | +111.0% | +33.6% | +21.9% |
| 3Y | +193.1% | +246.1% | -53.0% | -10.4% |
| All | +193.1% | +241.4% | -48.2% | -10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling