+10.0%
O vs MTSI
+41.9%
-31.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +10.3% | -10.3% | +0.6% |
| 7D | +0.6% | +7.2% | -6.6% | +1.1% |
| 30D | +9.4% | -18.4% | +27.9% | +8.7% |
| 3M | -2.4% | -16.7% | +14.3% | -2.6% |
| 6M | -1.9% | -31.7% | +29.9% | -2.3% |
| YTD | +10.5% | +45.9% | -35.4% | +8.1% |
| 1Y | +10.0% | +47.0% | -37.0% | +6.9% |
| All | +10.0% | +41.9% | -31.9% | +6.9% |
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