+6.3%
MSCI vs MTSI
+153.3%
-147.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -18.4% | +15.6% | +0.3% |
| 7D | +6.0% | -24.6% | +30.6% | +10.7% |
| 30D | +18.2% | -45.7% | +63.9% | +30.0% |
| 3M | +15.1% | -27.7% | +42.9% | +18.4% |
| 6M | +13.7% | -37.3% | +51.0% | +16.6% |
| YTD | +15.6% | +11.1% | +4.5% | -1.3% |
| 1Y | +16.3% | +27.2% | -10.8% | -5.6% |
| 3Y | +36.9% | +153.7% | -116.8% | -24.2% |
| 5Y | +6.3% | +159.0% | -152.7% | -44.8% |
| All | +6.3% | +153.3% | -147.0% | -44.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling