+346.5%
RF vs MTSI
+514.0%
-167.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.5% | -0.8% |
| 7D | +1.3% | +1.4% | -0.1% | +1.0% |
| 30D | -3.6% | +2.1% | -5.7% | -4.7% |
| 3M | +8.1% | -29.7% | +37.8% | +14.5% |
| 6M | +11.5% | +12.5% | -1.1% | +5.0% |
| YTD | +15.6% | +57.0% | -41.5% | +0.2% |
| 1Y | +15.7% | +103.9% | -88.2% | -6.5% |
| 3Y | +86.9% | +223.6% | -136.7% | +31.3% |
| 5Y | +89.8% | +321.6% | -231.7% | +22.9% |
| All | +346.5% | +514.0% | -167.6% | +119.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling