+77.3%
MPC vs MTSI
+10.3%
+67.0%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.2% | +0.5% |
| 7D | +5.4% | +1.4% | +4.1% | +5.5% |
| 30D | +31.0% | +2.1% | +28.9% | +30.9% |
| 3M | +46.0% | -29.7% | +75.8% | +41.9% |
| 6M | +77.3% | +12.5% | +64.8% | +83.1% |
| All | +77.3% | +10.3% | +67.0% | +83.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling