-15.0%
MP vs MTSI
+105.1%
-120.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.5% | -2.1% | +0.1% |
| 7D | -2.9% | +1.4% | -4.2% | -3.4% |
| 30D | +13.8% | +2.1% | +11.7% | +11.4% |
| 3M | -16.7% | -29.7% | +13.0% | -7.2% |
| 6M | -11.5% | +12.5% | -24.0% | -17.6% |
| YTD | +7.9% | +57.0% | -49.1% | -9.2% |
| 1Y | -15.0% | +103.9% | -119.0% | -29.6% |
| All | -15.0% | +105.1% | -120.1% | -29.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling