+309.3%
SPY vs MTSI
+498.4%
-189.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.3% | -0.1% |
| 7D | +3.3% | +29.1% | -25.8% | -1.6% |
| 30D | -2.7% | -20.4% | +17.7% | +0.4% |
| 3M | -1.7% | -20.9% | +19.2% | +0.7% |
| 6M | +3.1% | -32.3% | +35.3% | +7.4% |
| YTD | +11.9% | +43.5% | -31.6% | -0.1% |
| 1Y | +12.0% | +43.8% | -31.8% | -0.2% |
| 3Y | +78.2% | +218.8% | -140.6% | +32.5% |
| 5Y | +73.2% | +228.3% | -155.1% | +25.3% |
| All | +309.3% | +498.4% | -189.1% | +135.4% |
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