+1,077.0%
TER vs MTSI
+539.0%
+537.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +10.3% | -2.0% | +2.9% |
| 7D | +5.9% | +7.2% | -1.3% | +2.2% |
| 30D | -30.8% | -18.4% | -12.3% | -23.1% |
| 3M | -29.9% | -16.7% | -13.3% | -23.0% |
| 6M | -27.5% | -31.7% | +4.3% | -10.4% |
| YTD | +37.5% | +45.9% | -8.4% | +17.1% |
| 1Y | +50.3% | +47.0% | +3.3% | +27.8% |
| 3Y | +204.9% | +224.1% | -19.2% | +77.2% |
| 5Y | +89.2% | +238.5% | -149.4% | +7.9% |
| 10Y | +1,077.0% | +512.7% | +564.2% | +343.7% |
| All | +1,077.0% | +539.0% | +537.9% | +343.7% |
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