+308.8%
SPOT vs MTSI
+1,300.7%
-992.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +9.0% | -8.0% | -1.0% |
| 7D | +2.5% | +3.5% | -1.0% | +1.0% |
| 30D | +15.1% | -30.3% | +45.4% | +22.8% |
| 3M | +24.8% | -26.0% | +50.8% | +28.7% |
| 6M | +45.8% | -36.1% | +81.9% | +52.5% |
| YTD | +4.9% | +34.3% | -29.4% | -14.4% |
| 1Y | -1.3% | +35.3% | -36.5% | -20.0% |
| 3Y | +257.7% | +217.6% | +40.1% | +108.5% |
| 5Y | +118.5% | +210.1% | -91.6% | +25.2% |
| All | +308.8% | +1,300.7% | -992.0% | +65.9% |
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