+75.0%
SPY vs MTSI
+181.3%
-106.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +10.8% | -10.5% | -1.5% |
| 7D | -2.7% | -10.0% | +7.3% | -1.3% |
| 30D | -5.4% | -37.2% | +31.8% | +1.5% |
| 3M | -4.1% | -30.1% | +26.0% | +0.3% |
| 6M | +0.7% | -31.9% | +32.6% | +4.2% |
| YTD | +8.7% | +23.2% | -14.5% | -2.5% |
| 1Y | +10.9% | +26.4% | -15.5% | -1.4% |
| 3Y | +75.0% | +186.2% | -111.2% | +22.0% |
| All | +75.0% | +181.3% | -106.3% | +22.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling