+611.0%
MS vs MTSI
+395.1%
+215.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -18.4% | +12.4% | -1.8% |
| 7D | -3.4% | -24.6% | +21.2% | +2.5% |
| 30D | -3.9% | -45.7% | +41.8% | +9.2% |
| 3M | -15.9% | -27.7% | +11.8% | -11.5% |
| 6M | -2.5% | -37.3% | +34.8% | +4.5% |
| YTD | +5.1% | +11.1% | -6.0% | -2.9% |
| 1Y | +13.0% | +27.2% | -14.2% | +0.6% |
| 3Y | +160.7% | +153.7% | +7.0% | +91.5% |
| 5Y | +114.0% | +159.0% | -44.9% | +52.6% |
| All | +611.0% | +395.1% | +215.9% | +278.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling