+96.6%
MPC vs MTSI
+38.8%
+57.8%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +10.8% | -12.1% | -1.2% |
| 7D | -16.2% | -10.0% | -6.2% | -16.2% |
| 30D | -15.7% | -37.2% | +21.5% | -16.4% |
| 3M | +24.9% | -30.1% | +55.0% | +24.1% |
| 6M | +52.7% | -31.9% | +84.6% | +51.6% |
| YTD | +131.9% | +23.2% | +108.7% | +135.3% |
| 1Y | +96.6% | +26.4% | +70.2% | +98.9% |
| All | +96.6% | +38.8% | +57.8% | +98.9% |
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