-0.3%
SPOT vs MTSI
+59.5%
-59.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.0% | +5.6% | +4.4% |
| 7D | +16.6% | -10.7% | +27.2% | +14.3% |
| 30D | +29.9% | -29.0% | +58.9% | +24.0% |
| 3M | +31.3% | -14.7% | +46.0% | +29.2% |
| 6M | +43.2% | -20.1% | +63.3% | +40.6% |
| YTD | +8.1% | +36.1% | -28.0% | +8.8% |
| 1Y | -0.3% | +61.7% | -62.1% | -0.6% |
| All | -0.3% | +59.5% | -59.8% | -0.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling