+785.4%
MSCI vs MTSI
+448.7%
+336.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +10.8% | -13.1% | -4.3% |
| 7D | +2.8% | -10.0% | +12.8% | +4.3% |
| 30D | +15.4% | -37.2% | +52.6% | +24.4% |
| 3M | +13.4% | -30.1% | +43.5% | +18.5% |
| 6M | +10.9% | -31.9% | +42.8% | +13.5% |
| YTD | +13.0% | +23.2% | -10.2% | -0.4% |
| 1Y | +12.0% | +26.4% | -14.4% | -2.3% |
| 3Y | +34.1% | +186.2% | -152.1% | -8.6% |
| 5Y | +3.9% | +187.0% | -183.2% | -30.5% |
| All | +785.4% | +448.7% | +336.7% | +328.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling