+47.1%
RF vs MTSI
+227.4%
-180.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.7% |
| 7D | +2.3% | -10.7% | +12.9% | +4.3% |
| 30D | +7.2% | -29.0% | +36.2% | +13.8% |
| 3M | -8.2% | -14.7% | +6.5% | -7.4% |
| 6M | +7.0% | -20.1% | +27.1% | +6.8% |
| YTD | +10.3% | +36.1% | -25.8% | -6.6% |
| 1Y | +25.1% | +61.7% | -36.7% | -0.1% |
| 3Y | +110.3% | +210.7% | -100.4% | +26.0% |
| 5Y | +47.1% | +212.8% | -165.7% | -19.4% |
| All | +47.1% | +227.4% | -180.3% | -19.4% |
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