-3.1%
MP vs MTSI
+227.4%
-230.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.0% | -4.1% | -4.6% |
| 7D | -12.5% | -10.7% | -1.9% | -8.0% |
| 30D | -23.3% | -29.0% | +5.7% | -10.9% |
| 3M | -24.4% | -14.7% | -9.7% | -21.9% |
| 6M | -45.8% | -20.1% | -25.7% | -43.2% |
| YTD | -28.9% | +36.1% | -65.0% | -44.9% |
| 1Y | -34.6% | +61.7% | -96.3% | -53.8% |
| 3Y | +118.7% | +210.7% | -92.0% | -13.8% |
| 5Y | -3.1% | +212.8% | -215.9% | -61.6% |
| All | -3.1% | +227.4% | -230.5% | -61.6% |
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 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