+254.1%
MP vs MTSI
+538.9%
-284.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +10.8% | -5.9% | -0.1% |
| 7D | -10.5% | -10.0% | -0.5% | -7.0% |
| 30D | -23.5% | -37.2% | +13.7% | -6.9% |
| 3M | -25.4% | -30.1% | +4.6% | -15.4% |
| 6M | -51.3% | -31.9% | -19.4% | -45.4% |
| YTD | -29.9% | +23.2% | -53.1% | -42.8% |
| 1Y | -31.8% | +26.4% | -58.2% | -44.8% |
| 3Y | +127.0% | +186.2% | -59.2% | +2.8% |
| 5Y | -3.3% | +187.0% | -190.3% | -58.2% |
| All | +254.1% | +538.9% | -284.8% | +34.3% |
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