+1,212.2%
SPGI vs MTSI
+896.6%
+315.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -18.4% | +16.4% | +0.6% |
| 7D | +2.6% | -24.6% | +27.1% | +6.3% |
| 30D | +19.3% | -45.7% | +65.0% | +28.8% |
| 3M | +15.5% | -27.7% | +43.2% | +18.4% |
| 6M | +18.3% | -37.3% | +55.6% | +21.8% |
| YTD | -3.8% | +11.1% | -14.9% | -11.1% |
| 1Y | +1.3% | +27.2% | -25.8% | -8.9% |
| 3Y | +33.6% | +153.7% | -120.1% | +2.8% |
| 5Y | +13.2% | +159.0% | -145.8% | -14.8% |
| 10Y | +346.3% | +405.6% | -59.3% | +165.9% |
| All | +1,212.2% | +896.6% | +315.6% | +613.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling