-3.8%
O vs MTSI
-35.1%
+31.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -18.4% | +18.8% | -1.3% |
| 7D | +4.5% | -24.6% | +29.1% | +1.9% |
| 30D | +10.2% | -45.7% | +55.9% | +4.6% |
| 3M | -3.8% | -27.7% | +24.0% | -5.3% |
| 6M | -3.8% | -37.3% | +33.5% | -8.0% |
| All | -3.8% | -35.1% | +31.2% | -8.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling