+61.4%
T vs MTSI
+539.0%
-477.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +10.3% | -8.9% | +1.1% |
| 7D | +2.0% | +7.2% | -5.2% | +1.6% |
| 30D | -1.0% | -18.4% | +17.4% | -0.5% |
| 3M | -8.1% | -16.7% | +8.6% | -7.9% |
| 6M | -8.3% | -31.7% | +23.4% | -7.5% |
| YTD | -6.1% | +45.9% | -52.0% | -9.8% |
| 1Y | -7.4% | +47.0% | -54.4% | -11.1% |
| 3Y | +65.4% | +224.1% | -158.6% | +46.5% |
| 5Y | +57.6% | +238.5% | -180.9% | +36.9% |
| 10Y | +61.4% | +512.7% | -451.3% | +19.0% |
| All | +61.4% | +539.0% | -477.6% | +19.0% |
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 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