+61.7%
MTSI vs REPL
+125.1%
-63.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | -10.7% | +28.8% | -39.5% | -10.6% |
| 30D | -29.0% | +57.3% | -86.3% | -28.9% |
| 3M | -14.7% | +73.6% | -88.3% | -14.5% |
| 6M | -20.1% | +582.8% | -602.9% | -16.3% |
| YTD | +36.1% | +112.9% | -76.7% | +43.3% |
| 1Y | +61.7% | +130.7% | -68.9% | +70.4% |
| All | +61.7% | +125.1% | -63.4% | +70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 1y: compounded portfolio wealth divided by compounded REPL 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…
1y analysis · Full analysis span regression · 6 months rolling