+62.1%
T vs MTSI
+211.6%
-149.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +9.0% | -8.2% | +1.7% |
| 7D | +1.7% | +3.5% | -1.8% | +2.3% |
| 30D | -1.7% | -30.3% | +28.6% | -4.5% |
| 3M | -7.3% | -26.0% | +18.7% | -8.9% |
| 6M | -11.2% | -36.1% | +24.9% | -13.4% |
| YTD | -8.1% | +34.3% | -42.3% | -3.7% |
| 1Y | -8.0% | +35.3% | -43.3% | -3.5% |
| 3Y | +62.1% | +217.6% | -155.5% | +83.1% |
| All | +62.1% | +211.6% | -149.4% | +83.1% |
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