+553.7%
MS vs MTSI
+454.4%
+99.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.8% | +0.6% |
| 7D | +0.8% | -3.8% | +4.6% | +1.2% |
| 30D | -0.7% | -31.4% | +30.7% | +6.8% |
| 3M | -12.4% | -23.8% | +11.4% | -8.7% |
| 6M | -1.7% | -37.1% | +35.3% | +5.3% |
| YTD | +8.0% | +32.2% | -24.2% | -4.2% |
| 1Y | +16.2% | +26.9% | -10.7% | +3.9% |
| 3Y | +171.3% | +193.7% | -22.5% | +92.8% |
| 5Y | +124.8% | +218.0% | -93.3% | +53.0% |
| 10Y | +553.7% | +477.8% | +75.9% | +238.0% |
| All | +553.7% | +454.4% | +99.2% | +238.0% |
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 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