+145.1%
MS vs MTSI
+320.9%
-175.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.2% | -0.7% |
| 7D | +1.4% | +1.4% | 0.0% | +1.0% |
| 30D | -0.3% | +2.1% | -2.3% | -1.7% |
| 3M | +0.3% | -29.7% | +30.0% | +8.4% |
| 6M | +31.3% | +12.5% | +18.8% | +21.7% |
| YTD | +24.7% | +57.0% | -32.4% | +3.2% |
| 1Y | +47.9% | +103.9% | -56.0% | +11.2% |
| 3Y | +178.3% | +223.6% | -45.2% | +70.0% |
| All | +145.1% | +320.9% | -175.8% | +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