+540.9%
MPC vs MTSI
+153.3%
+387.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -18.4% | +14.4% | -1.4% |
| 7D | -12.8% | -24.6% | +11.8% | -9.6% |
| 30D | -12.7% | -45.7% | +33.0% | -5.7% |
| 3M | +27.1% | -27.7% | +54.8% | +30.5% |
| 6M | +45.8% | -37.3% | +83.1% | +50.6% |
| YTD | +134.7% | +11.1% | +123.6% | +113.7% |
| 1Y | +106.0% | +27.2% | +78.9% | +81.3% |
| 3Y | +165.5% | +153.7% | +11.8% | +90.6% |
| 5Y | +540.9% | +159.0% | +381.9% | +325.8% |
| All | +540.9% | +153.3% | +387.6% | +325.8% |
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