+931.5%
MKSI vs MTSI
+1,308.1%
-376.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.5% | +0.8% | +2.7% |
| 7D | +1.8% | +1.4% | +0.4% | +1.1% |
| 30D | -16.8% | +2.1% | -18.9% | -18.5% |
| 3M | -21.1% | -29.7% | +8.6% | -6.9% |
| 6M | +10.8% | +12.5% | -1.7% | +5.6% |
| YTD | +63.3% | +57.0% | +6.3% | +33.6% |
| 1Y | +157.0% | +103.9% | +53.1% | +88.4% |
| 3Y | +163.7% | +223.6% | -59.8% | +64.2% |
| 5Y | +82.0% | +321.6% | -239.6% | +3.7% |
| 10Y | +467.2% | +517.7% | -50.5% | +144.9% |
| All | +931.5% | +1,308.1% | -376.6% | +269.9% |
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