+304.8%
SPY vs MTSI
+454.4%
-149.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.2% | -0.1% |
| 7D | -0.6% | -3.8% | +3.2% | -0.3% |
| 30D | -3.7% | -31.4% | +27.7% | +2.1% |
| 3M | -2.7% | -23.8% | +21.0% | +0.4% |
| 6M | +2.2% | -37.1% | +39.3% | +7.9% |
| YTD | +10.8% | +32.2% | -21.4% | +0.5% |
| 1Y | +11.2% | +26.9% | -15.7% | +1.5% |
| 3Y | +76.5% | +193.7% | -117.3% | +33.3% |
| 5Y | +72.9% | +218.0% | -145.1% | +26.1% |
| 10Y | +304.8% | +477.8% | -172.9% | +136.8% |
| All | +304.8% | +454.4% | -149.6% | +136.8% |
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