+114.0%
MS vs MTSI
+153.3%
-39.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -18.4% | +12.4% | -1.3% |
| 7D | -3.4% | -24.6% | +21.2% | +3.3% |
| 30D | -3.9% | -45.7% | +41.8% | +11.0% |
| 3M | -15.9% | -27.7% | +11.8% | -11.1% |
| 6M | -2.5% | -37.3% | +34.8% | +4.8% |
| YTD | +5.1% | +11.1% | -6.0% | -6.6% |
| 1Y | +13.0% | +27.2% | -14.2% | -4.5% |
| 3Y | +160.7% | +153.7% | +7.0% | +65.4% |
| 5Y | +114.0% | +159.0% | -44.9% | +22.9% |
| All | +114.0% | +153.3% | -39.3% | +22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling