+10.7%
O vs MTSI
+183.3%
-172.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +10.8% | -11.6% | -1.0% |
| 7D | +3.7% | -10.0% | +13.7% | +3.9% |
| 30D | +11.2% | -37.2% | +48.4% | +12.4% |
| 3M | -4.0% | -30.1% | +26.1% | -3.4% |
| 6M | -5.2% | -31.9% | +26.7% | -5.0% |
| YTD | +9.5% | +23.2% | -13.7% | +5.2% |
| 1Y | +10.6% | +26.4% | -15.8% | +6.0% |
| 3Y | +38.1% | +186.2% | -148.0% | +17.0% |
| All | +10.7% | +183.3% | -172.6% | -8.3% |
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