+8.2%
MSCI vs MTSI
+209.3%
-201.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +1.9% |
| 7D | +2.7% | -3.8% | +6.5% | +2.9% |
| 30D | +16.2% | -31.4% | +47.6% | +22.7% |
| 3M | +17.1% | -23.8% | +40.8% | +20.1% |
| 6M | +13.0% | -37.1% | +50.1% | +18.0% |
| YTD | +15.8% | +32.2% | -16.5% | -4.1% |
| 1Y | +15.5% | +26.9% | -11.5% | -3.6% |
| 3Y | +32.3% | +193.7% | -161.4% | -27.8% |
| 5Y | +8.2% | +218.0% | -209.9% | -47.1% |
| All | +8.2% | +209.3% | -201.1% | -47.1% |
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