+303.9%
SPY vs MTSI
+448.7%
-144.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +10.8% | -10.5% | -1.6% |
| 7D | -2.7% | -10.0% | +7.3% | -1.3% |
| 30D | -5.4% | -37.2% | +31.8% | +1.9% |
| 3M | -4.1% | -30.1% | +26.0% | +0.6% |
| 6M | +0.7% | -31.9% | +32.6% | +4.6% |
| YTD | +8.7% | +23.2% | -14.5% | -0.2% |
| 1Y | +10.9% | +26.4% | -15.5% | +1.2% |
| 3Y | +75.0% | +186.2% | -111.2% | +32.9% |
| 5Y | +67.8% | +187.0% | -119.3% | +24.6% |
| All | +303.9% | +448.7% | -144.8% | +139.0% |
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