+113.3%
SPOT vs MTSI
+231.3%
-117.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.4% |
| 7D | -2.6% | +29.1% | -31.7% | -7.6% |
| 30D | +13.5% | -20.4% | +33.9% | +17.2% |
| 3M | +22.2% | -20.9% | +43.2% | +24.4% |
| 6M | +38.3% | -32.3% | +70.6% | +43.3% |
| YTD | +3.1% | +43.5% | -40.4% | -21.9% |
| 1Y | -7.6% | +43.8% | -51.4% | -30.4% |
| 3Y | +250.0% | +218.8% | +31.3% | +58.4% |
| 5Y | +113.3% | +228.3% | -115.0% | -16.5% |
| All | +113.3% | +231.3% | -117.9% | -16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling