+106.0%
MPC vs MTSI
+31.6%
+74.4%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -18.4% | +14.4% | -3.8% |
| 7D | -12.8% | -24.6% | +11.8% | -12.8% |
| 30D | -12.7% | -45.7% | +33.0% | -13.1% |
| 3M | +27.1% | -27.7% | +54.8% | +26.9% |
| 6M | +45.8% | -37.3% | +83.1% | +45.0% |
| YTD | +134.7% | +11.1% | +123.6% | +130.5% |
| 1Y | +106.0% | +27.2% | +78.9% | +96.4% |
| All | +106.0% | +31.6% | +74.4% | +96.4% |
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