+87.4%
MKSI vs MTSI
+359.4%
-272.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.1% | -3.2% | -2.4% |
| 7D | +6.6% | +11.1% | -4.5% | -2.1% |
| 30D | -8.2% | -3.7% | -4.6% | -5.9% |
| 3M | -16.4% | -20.2% | +3.8% | -0.6% |
| 6M | +23.0% | +30.8% | -7.8% | -4.7% |
| YTD | +68.2% | +67.0% | +1.1% | +4.3% |
| 1Y | +148.6% | +120.4% | +28.1% | +21.4% |
| 3Y | +196.0% | +260.4% | -64.4% | -6.6% |
| 5Y | +87.4% | +356.3% | -268.9% | -50.7% |
| All | +87.4% | +359.4% | -272.0% | -50.7% |
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