+230.5%
O vs MTSI
+1,308.1%
-1,077.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.3% | -1.1% |
| 7D | -0.7% | +1.4% | -2.1% | -0.9% |
| 30D | -1.9% | +2.1% | -4.0% | -2.3% |
| 3M | +3.8% | -29.7% | +33.6% | +6.1% |
| 6M | -4.7% | +12.5% | -17.3% | -7.0% |
| YTD | +12.5% | +57.0% | -44.5% | +6.3% |
| 1Y | +10.8% | +103.9% | -93.1% | +2.0% |
| 3Y | +28.8% | +223.6% | -194.8% | +10.8% |
| 5Y | +13.2% | +321.6% | -308.4% | -6.5% |
| 10Y | +53.5% | +517.7% | -464.3% | +11.9% |
| All | +230.5% | +1,308.1% | -1,077.6% | +128.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling