+199.8%
TER vs MTSI
+105.1%
+94.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.5% | +2.0% | +2.7% |
| 7D | +0.6% | +1.4% | -0.8% | -0.5% |
| 30D | -8.3% | +2.1% | -10.4% | -11.4% |
| 3M | -12.2% | -29.7% | +17.5% | +17.9% |
| 6M | +17.0% | +12.5% | +4.5% | +11.3% |
| YTD | +84.6% | +57.0% | +27.6% | +42.8% |
| 1Y | +199.8% | +103.9% | +95.9% | +91.9% |
| All | +199.8% | +105.1% | +94.8% | +91.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling