+67.6%
SPY vs MTSI
+183.3%
-115.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +10.8% | -10.5% | -2.0% |
| 7D | -2.7% | -10.0% | +7.3% | -1.0% |
| 30D | -5.4% | -37.2% | +31.8% | +3.4% |
| 3M | -4.1% | -30.1% | +26.0% | +1.4% |
| 6M | +0.7% | -31.9% | +32.6% | +5.1% |
| YTD | +8.7% | +23.2% | -14.5% | -4.5% |
| 1Y | +10.9% | +26.4% | -15.5% | -3.6% |
| 3Y | +75.0% | +186.2% | -111.2% | +12.0% |
| All | +67.6% | +183.3% | -115.7% | +0.8% |
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 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