+61.0%
T vs MTSI
+153.8%
-92.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -18.4% | +18.3% | -1.9% |
| 7D | +4.3% | -24.6% | +28.9% | +1.6% |
| 30D | -9.7% | -45.7% | +36.0% | -14.4% |
| 3M | -4.3% | -27.7% | +23.4% | -6.5% |
| 6M | -13.7% | -37.3% | +23.6% | -16.2% |
| YTD | -8.0% | +11.1% | -19.1% | -5.6% |
| 1Y | -6.9% | +27.2% | -34.1% | -3.2% |
| All | +61.0% | +153.8% | -92.8% | +76.5% |
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