+19.0%
MSCI vs MTSI
+59.5%
-40.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.0% | +6.4% | +5.3% |
| 7D | +11.5% | -10.7% | +22.1% | +10.4% |
| 30D | +22.1% | -29.0% | +51.1% | +19.1% |
| 3M | +18.4% | -14.7% | +33.1% | +17.6% |
| 6M | +16.6% | -20.1% | +36.7% | +13.0% |
| YTD | +18.8% | +36.1% | -17.3% | +13.2% |
| 1Y | +19.0% | +61.7% | -42.8% | +12.4% |
| All | +19.0% | +59.5% | -40.6% | +12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling