+886.2%
TER vs MTSI
+448.7%
+437.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +10.8% | -8.3% | -3.1% |
| 7D | -20.5% | -10.0% | -10.5% | -16.1% |
| 30D | -47.0% | -37.2% | -9.8% | -32.7% |
| 3M | -43.3% | -30.1% | -13.2% | -31.8% |
| 6M | -42.9% | -31.9% | -11.0% | -29.7% |
| YTD | +12.9% | +23.2% | -10.3% | +4.8% |
| 1Y | +18.2% | +26.4% | -8.2% | +8.6% |
| 3Y | +151.8% | +186.2% | -34.4% | +56.5% |
| 5Y | +54.2% | +187.0% | -132.8% | -4.2% |
| All | +886.2% | +448.7% | +437.5% | +300.9% |
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 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