+307.8%
SPY vs MTSI
+465.0%
-157.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.6% | +5.2% | +0.6% |
| 7D | +2.6% | +10.0% | -7.4% | +0.7% |
| 30D | -2.0% | -20.3% | +18.4% | +1.1% |
| 3M | -2.8% | -24.4% | +21.6% | +0.4% |
| 6M | +2.1% | -39.2% | +41.3% | +8.5% |
| YTD | +11.5% | +35.5% | -24.0% | +0.5% |
| 1Y | +13.5% | +43.0% | -29.6% | +1.1% |
| 3Y | +77.7% | +196.3% | -118.6% | +33.9% |
| 5Y | +72.6% | +210.0% | -137.4% | +26.1% |
| All | +307.8% | +465.0% | -157.2% | +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 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