+116.3%
MP vs MTSI
+153.8%
-37.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -18.4% | +12.3% | +0.2% |
| 7D | -19.0% | -24.6% | +5.6% | -11.3% |
| 30D | -30.5% | -45.7% | +15.2% | -15.3% |
| 3M | -29.6% | -27.7% | -1.8% | -23.8% |
| 6M | -50.4% | -37.3% | -13.1% | -43.9% |
| YTD | -33.2% | +11.1% | -44.3% | -38.3% |
| 1Y | -38.6% | +27.2% | -65.7% | -45.4% |
| All | +116.3% | +153.8% | -37.5% | +29.0% |
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