+1,310.5%
MS vs MTSI
+1,120.6%
+189.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.2% | +4.5% |
| 7D | +2.6% | -10.7% | +13.3% | +5.0% |
| 30D | +2.6% | -29.0% | +31.6% | +9.8% |
| 3M | -10.1% | -14.7% | +4.6% | -8.6% |
| 6M | +4.4% | -20.1% | +24.5% | +6.1% |
| YTD | +11.7% | +36.1% | -24.4% | -0.5% |
| 1Y | +20.9% | +61.7% | -40.8% | +3.1% |
| 3Y | +177.1% | +210.7% | -33.5% | +98.3% |
| 5Y | +127.7% | +212.8% | -85.1% | +59.0% |
| 10Y | +684.1% | +519.2% | +164.9% | +307.8% |
| All | +1,310.5% | +1,120.6% | +189.9% | +536.6% |
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