+2,568.3%
MPC vs MTSI
+1,308.1%
+1,260.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.2% | -0.4% |
| 7D | +5.4% | +1.4% | +4.1% | +5.1% |
| 30D | +31.0% | +2.1% | +28.9% | +29.5% |
| 3M | +46.0% | -29.7% | +75.8% | +54.1% |
| 6M | +77.3% | +12.5% | +64.8% | +67.2% |
| YTD | +141.9% | +57.0% | +84.9% | +111.0% |
| 1Y | +120.9% | +103.9% | +17.0% | +80.8% |
| 3Y | +182.7% | +223.6% | -40.9% | +101.9% |
| 5Y | +646.4% | +321.6% | +324.9% | +389.6% |
| 10Y | +1,138.7% | +517.7% | +621.0% | +547.7% |
| All | +2,568.3% | +1,308.1% | +1,260.2% | +1,090.0% |
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