+68.3%
O vs MTSI
+448.7%
-380.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +10.8% | -11.6% | -1.7% |
| 7D | +3.7% | -10.0% | +13.7% | +4.4% |
| 30D | +11.2% | -37.2% | +48.4% | +15.1% |
| 3M | -4.0% | -30.1% | +26.1% | -1.9% |
| 6M | -5.2% | -31.9% | +26.7% | -4.0% |
| YTD | +9.5% | +23.2% | -13.7% | +3.5% |
| 1Y | +10.6% | +26.4% | -15.8% | +4.1% |
| 3Y | +38.1% | +186.2% | -148.0% | +14.3% |
| 5Y | +10.2% | +187.0% | -176.8% | -10.5% |
| All | +68.3% | +448.7% | -380.4% | +11.7% |
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