+334.0%
SPGI vs MTSI
+454.4%
-120.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.7% |
| 7D | +1.6% | -3.8% | +5.4% | +1.7% |
| 30D | +16.1% | -31.4% | +47.5% | +21.2% |
| 3M | +15.5% | -23.8% | +39.2% | +17.8% |
| 6M | +19.6% | -37.1% | +56.7% | +23.6% |
| YTD | -3.6% | +32.2% | -35.8% | -13.7% |
| 1Y | +2.2% | +26.9% | -24.7% | -8.1% |
| 3Y | +30.1% | +193.7% | -163.6% | -3.8% |
| 5Y | +14.9% | +218.0% | -203.1% | -18.1% |
| 10Y | +334.0% | +477.8% | -143.8% | +140.3% |
| All | +334.0% | +454.4% | -120.4% | +140.3% |
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