+622.3%
MSCI vs MTSI
+514.0%
+108.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.7% | -1.0% |
| 7D | +0.4% | +1.4% | -1.0% | +0.1% |
| 30D | +0.6% | +2.1% | -1.5% | -0.7% |
| 3M | -7.1% | -29.7% | +22.7% | -2.3% |
| 6M | +0.8% | +12.5% | -11.7% | -6.1% |
| YTD | +1.0% | +57.0% | -56.0% | -13.4% |
| 1Y | +4.3% | +103.9% | -99.6% | -16.7% |
| 3Y | +9.9% | +223.6% | -213.6% | -24.9% |
| 5Y | -6.8% | +321.6% | -328.3% | -41.0% |
| All | +622.3% | +514.0% | +108.3% | +244.5% |
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 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