+11.1%
O vs MTSI
+153.3%
-142.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -18.4% | +18.8% | +0.9% |
| 7D | +4.5% | -24.6% | +29.1% | +5.1% |
| 30D | +10.2% | -45.7% | +55.9% | +11.8% |
| 3M | -3.8% | -27.7% | +24.0% | -3.4% |
| 6M | -3.8% | -37.3% | +33.5% | -3.6% |
| YTD | +10.3% | +11.1% | -0.8% | +6.3% |
| 1Y | +11.9% | +27.2% | -15.3% | +6.6% |
| 3Y | +38.1% | +153.7% | -115.5% | +17.6% |
| 5Y | +11.1% | +159.0% | -147.9% | -8.1% |
| All | +11.1% | +153.3% | -142.2% | -8.1% |
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