+534.5%
MPC vs MTSI
+183.3%
+351.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +10.8% | -12.1% | -2.7% |
| 7D | -16.2% | -10.0% | -6.2% | -15.2% |
| 30D | -15.7% | -37.2% | +21.5% | -10.8% |
| 3M | +24.9% | -30.1% | +55.0% | +29.3% |
| 6M | +52.7% | -31.9% | +84.6% | +56.0% |
| YTD | +131.9% | +23.2% | +108.7% | +108.0% |
| 1Y | +96.6% | +26.4% | +70.2% | +74.8% |
| 3Y | +163.8% | +186.2% | -22.4% | +85.8% |
| All | +534.5% | +183.3% | +351.2% | +317.2% |
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