+7.4%
O vs MTSI
+206.4%
-199.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.6% | +4.8% | -0.6% |
| 7D | -0.4% | +10.0% | -10.4% | -0.6% |
| 30D | +7.1% | -20.3% | +27.5% | +7.6% |
| 3M | -5.2% | -24.4% | +19.2% | -4.8% |
| 6M | -1.8% | -39.2% | +37.4% | -0.5% |
| YTD | +9.1% | +35.5% | -26.4% | +4.6% |
| 1Y | +9.7% | +43.0% | -33.4% | +4.7% |
| 3Y | +39.1% | +196.3% | -157.1% | +19.0% |
| All | +7.4% | +206.4% | -199.0% | -11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling