+12.4%
O vs MTSI
+208.2%
-195.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +9.0% | -8.2% | +0.6% |
| 7D | +3.3% | +3.5% | -0.2% | +3.2% |
| 30D | +10.3% | -30.3% | +40.7% | +11.3% |
| 3M | -3.5% | -26.0% | +22.5% | -2.9% |
| 6M | -1.3% | -36.1% | +34.8% | -0.3% |
| YTD | +10.3% | +34.3% | -24.0% | +5.8% |
| 1Y | +10.4% | +35.3% | -24.9% | +5.7% |
| 3Y | +40.0% | +217.6% | -177.6% | +18.1% |
| 5Y | +12.4% | +210.1% | -197.7% | -7.1% |
| All | +12.4% | +208.2% | -195.8% | -7.1% |
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