+1,106.2%
MPC vs MTSI
+512.4%
+593.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +9.0% | -4.4% | +2.9% |
| 7D | -9.4% | +3.5% | -12.9% | -10.4% |
| 30D | -14.3% | -30.3% | +16.0% | -9.1% |
| 3M | +31.1% | -26.0% | +57.1% | +36.1% |
| 6M | +60.3% | -36.1% | +96.4% | +68.6% |
| YTD | +142.5% | +34.3% | +108.2% | +113.2% |
| 1Y | +104.6% | +35.3% | +69.3% | +79.0% |
| 3Y | +191.7% | +217.6% | -25.9% | +101.7% |
| 5Y | +549.2% | +210.1% | +339.1% | +337.6% |
| 10Y | +1,106.2% | +471.4% | +634.8% | +535.5% |
| All | +1,106.2% | +512.4% | +593.9% | +535.5% |
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