+338.6%
SPGI vs MTSI
+539.0%
-200.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +10.3% | -10.0% | -1.0% |
| 7D | -1.4% | +7.2% | -8.5% | -2.7% |
| 30D | +15.3% | -18.4% | +33.7% | +17.4% |
| 3M | +16.5% | -16.7% | +33.2% | +17.4% |
| 6M | +19.8% | -31.7% | +51.5% | +22.4% |
| YTD | -3.2% | +45.9% | -49.1% | -14.6% |
| 1Y | +1.8% | +47.0% | -45.2% | -10.6% |
| 3Y | +30.6% | +224.1% | -193.5% | -4.9% |
| 5Y | +16.0% | +238.5% | -222.5% | -18.0% |
| 10Y | +338.6% | +512.7% | -174.1% | +139.5% |
| All | +338.6% | +539.0% | -200.4% | +139.5% |
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