+1,637.6%
MSCI vs MTSI
+1,308.1%
+329.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.7% | -0.9% |
| 7D | +0.4% | +1.4% | -1.0% | +0.1% |
| 30D | +0.6% | +2.1% | -1.5% | -0.5% |
| 3M | -7.1% | -29.7% | +22.7% | -2.8% |
| 6M | +0.8% | +12.5% | -11.7% | -5.2% |
| YTD | +1.0% | +57.0% | -56.0% | -11.7% |
| 1Y | +4.3% | +103.9% | -99.6% | -14.3% |
| 3Y | +9.9% | +223.6% | -213.6% | -20.8% |
| 5Y | -6.8% | +321.6% | -328.3% | -37.0% |
| 10Y | +614.7% | +517.7% | +97.0% | +297.6% |
| All | +1,637.6% | +1,308.1% | +329.4% | +760.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling