+304.7%
SPOT vs MTSI
+1,184.9%
-880.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +10.8% | -12.7% | -4.3% |
| 7D | +1.6% | -10.0% | +11.6% | +3.3% |
| 30D | +17.6% | -37.2% | +54.8% | +28.4% |
| 3M | +26.9% | -30.1% | +57.0% | +32.5% |
| 6M | +41.8% | -31.9% | +73.7% | +44.4% |
| YTD | +3.8% | +23.2% | -19.3% | -13.6% |
| 1Y | -2.5% | +26.4% | -28.9% | -19.9% |
| 3Y | +260.6% | +186.2% | +74.4% | +115.7% |
| 5Y | +108.6% | +187.0% | -78.4% | +21.7% |
| All | +304.7% | +1,184.9% | -880.2% | +67.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling