+331.8%
SPGI vs MTSI
+448.7%
-116.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +10.8% | -11.8% | -2.5% |
| 7D | +0.3% | -10.0% | +10.3% | +1.3% |
| 30D | +18.4% | -37.2% | +55.6% | +25.1% |
| 3M | +15.7% | -30.1% | +45.8% | +19.5% |
| 6M | +17.3% | -31.9% | +49.2% | +19.1% |
| YTD | -4.7% | +23.2% | -27.9% | -13.8% |
| 1Y | +1.8% | +26.4% | -24.6% | -8.7% |
| 3Y | +31.7% | +186.2% | -154.5% | -2.5% |
| 5Y | +12.1% | +187.0% | -175.0% | -18.8% |
| All | +331.8% | +448.7% | -116.9% | +141.3% |
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