+78.4%
O vs MTSI
+508.4%
-430.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +10.3% | -10.3% | -0.8% |
| 7D | +0.6% | +7.2% | -6.6% | -0.3% |
| 30D | +9.4% | -18.4% | +27.9% | +10.7% |
| 3M | -2.4% | -16.7% | +14.3% | -1.8% |
| 6M | -1.9% | -31.7% | +29.9% | -0.2% |
| YTD | +10.5% | +45.9% | -35.4% | +2.8% |
| 1Y | +10.0% | +47.0% | -37.0% | +2.1% |
| 3Y | +40.5% | +224.1% | -183.6% | +15.0% |
| 5Y | +10.2% | +238.5% | -228.3% | -12.0% |
| All | +78.4% | +508.4% | -430.0% | +15.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling