+1,473.6%
MS vs MTSI
+1,308.1%
+165.5%
-51.3%
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% | -0.5% |
| 7D | +1.4% | +1.4% | 0.0% | +1.1% |
| 30D | -0.3% | +2.1% | -2.3% | -1.4% |
| 3M | +0.3% | -29.7% | +30.0% | +6.9% |
| 6M | +31.3% | +12.5% | +18.8% | +24.5% |
| YTD | +24.7% | +57.0% | -32.4% | +8.8% |
| 1Y | +47.9% | +103.9% | -56.0% | +20.8% |
| 3Y | +178.3% | +223.6% | -45.2% | +99.5% |
| 5Y | +144.9% | +321.6% | -176.7% | +62.4% |
| 10Y | +804.5% | +517.7% | +286.8% | +374.2% |
| All | +1,473.6% | +1,308.1% | +165.5% | +596.5% |
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