+2,594.2%
MPC vs MTSI
+1,120.6%
+1,473.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -1.0% | -7.1% | -7.9% |
| 7D | -10.9% | -10.7% | -0.3% | -9.1% |
| 30D | -9.4% | -29.0% | +19.6% | -4.0% |
| 3M | +26.0% | -14.7% | +40.7% | +27.4% |
| 6M | +56.5% | -20.1% | +76.6% | +57.6% |
| YTD | +144.3% | +36.1% | +108.1% | +116.3% |
| 1Y | +117.2% | +61.7% | +55.5% | +84.5% |
| 3Y | +176.3% | +210.7% | -34.4% | +96.3% |
| 5Y | +590.5% | +212.8% | +377.7% | +376.1% |
| 10Y | +1,183.8% | +519.2% | +664.6% | +563.7% |
| All | +2,594.2% | +1,120.6% | +1,473.6% | +1,120.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling