+255.9%
SPOT vs MTSI
+226.9%
+29.0%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.3% | -9.8% | +0.1% |
| 7D | -3.0% | +7.2% | -10.1% | -3.3% |
| 30D | +15.2% | -18.4% | +33.6% | +16.2% |
| 3M | +21.6% | -16.7% | +38.3% | +21.9% |
| 6M | +45.2% | -31.7% | +76.9% | +48.4% |
| YTD | +4.9% | +45.9% | -41.0% | -10.3% |
| 1Y | -4.8% | +47.0% | -51.8% | -19.0% |
| All | +255.9% | +226.9% | +29.0% | +136.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling