+11.3%
O vs MTSI
+59.5%
-48.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.0% | +4.0% | +2.9% |
| 7D | +5.8% | -10.7% | +16.5% | +5.2% |
| 30D | +10.7% | -29.0% | +39.7% | +9.0% |
| 3M | -4.5% | -14.7% | +10.2% | -4.8% |
| 6M | -4.1% | -20.1% | +16.0% | -5.2% |
| YTD | +9.8% | +36.1% | -26.3% | +8.0% |
| 1Y | +11.3% | +61.7% | -50.4% | +9.2% |
| All | +11.3% | +59.5% | -48.2% | +9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling