+67.3%
SPY vs MTSI
+153.3%
-86.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -18.4% | +13.9% | -0.5% |
| 7D | -4.7% | -24.6% | +19.9% | +0.8% |
| 30D | -5.9% | -45.7% | +39.8% | +6.2% |
| 3M | -4.5% | -27.7% | +23.2% | -0.2% |
| 6M | +1.8% | -37.3% | +39.1% | +8.1% |
| YTD | +8.3% | +11.1% | -2.8% | -2.6% |
| 1Y | +9.3% | +27.2% | -17.8% | -5.9% |
| 3Y | +74.9% | +153.7% | -78.8% | +15.2% |
| 5Y | +67.3% | +159.0% | -91.7% | +2.6% |
| All | +67.3% | +153.3% | -86.1% | +2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling