+0.8%
MSCI vs MTSI
+10.3%
-9.4%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.7% | +0.3% |
| 7D | +0.4% | +1.4% | -1.0% | +0.6% |
| 30D | +0.6% | +2.1% | -1.5% | +1.3% |
| 3M | -7.1% | -29.7% | +22.7% | -10.5% |
| 6M | +0.8% | +12.5% | -11.7% | -1.5% |
| All | +0.8% | +10.3% | -9.4% | -1.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling