+56.5%
MPC vs MTSI
-18.6%
+75.1%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -1.0% | -7.1% | -8.1% |
| 7D | -10.9% | -10.7% | -0.3% | -11.0% |
| 30D | -9.4% | -29.0% | +19.6% | -9.5% |
| 3M | +26.0% | -14.7% | +40.7% | +25.5% |
| 6M | +56.5% | -20.1% | +76.6% | +58.7% |
| All | +56.5% | -18.6% | +75.1% | +58.7% |
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