+11.6%
SPY vs MTSI
+32.8%
-21.1%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +9.0% | -6.6% | +1.4% |
| 7D | +0.1% | +3.5% | -3.4% | -0.5% |
| 30D | -3.3% | -30.3% | +27.0% | -0.4% |
| 3M | -2.4% | -26.0% | +23.6% | -0.4% |
| 6M | +2.6% | -36.1% | +38.6% | +5.7% |
| YTD | +11.2% | +34.3% | -23.0% | +4.2% |
| All | +11.6% | +32.8% | -21.1% | +5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling