+314.0%
SPYM vs MTSI
+508.4%
-194.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +10.3% | -9.0% | -0.6% |
| 7D | -0.9% | +7.2% | -8.1% | -2.6% |
| 30D | -2.4% | -18.4% | +16.1% | +0.3% |
| 3M | -1.1% | -16.7% | +15.6% | +0.4% |
| 6M | +3.3% | -31.7% | +35.0% | +7.5% |
| YTD | +12.4% | +45.9% | -33.5% | -0.1% |
| 1Y | +12.5% | +47.0% | -34.5% | -0.2% |
| 3Y | +79.1% | +224.1% | -144.9% | +32.5% |
| 5Y | +75.7% | +238.5% | -162.8% | +26.1% |
| All | +314.0% | +508.4% | -194.4% | +134.4% |
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