-2.5%
SPOT vs MTSI
+38.8%
-41.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +10.8% | -12.7% | 0.0% |
| 7D | +1.6% | -10.0% | +11.6% | +0.1% |
| 30D | +17.6% | -37.2% | +54.8% | +10.1% |
| 3M | +26.9% | -30.1% | +57.0% | +22.0% |
| 6M | +41.8% | -31.9% | +73.7% | +36.9% |
| YTD | +3.8% | +23.2% | -19.3% | +3.1% |
| 1Y | -2.5% | +26.4% | -28.9% | -3.5% |
| All | -2.5% | +38.8% | -41.3% | -3.5% |
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