+10.8%
O vs MTSI
+105.1%
-94.2%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.3% | -0.7% |
| 7D | -0.7% | +1.4% | -2.1% | -0.7% |
| 30D | -1.9% | +2.1% | -4.0% | -1.7% |
| 3M | +3.8% | -29.7% | +33.6% | +3.5% |
| 6M | -4.7% | +12.5% | -17.3% | -6.2% |
| YTD | +12.5% | +57.0% | -44.5% | +9.8% |
| 1Y | +10.8% | +103.9% | -93.1% | +6.8% |
| All | +10.8% | +105.1% | -94.2% | +6.8% |
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