+194.5%
T vs MTSI
+1,308.1%
-1,113.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.5% | -5.4% | -2.1% |
| 7D | -1.3% | +1.4% | -2.7% | -1.3% |
| 30D | +11.4% | +2.1% | +9.3% | +11.1% |
| 3M | +14.3% | -29.7% | +44.0% | +15.9% |
| 6M | -9.3% | +12.5% | -21.8% | -10.7% |
| YTD | +7.1% | +57.0% | -49.9% | +3.2% |
| 1Y | -9.1% | +103.9% | -113.0% | -14.0% |
| 3Y | +105.3% | +223.6% | -118.2% | +84.7% |
| 5Y | +66.8% | +321.6% | -254.7% | +45.0% |
| 10Y | +66.8% | +517.7% | -450.9% | +30.1% |
| All | +194.5% | +1,308.1% | -1,113.6% | +118.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling