+1,683.2%
TER vs MTSI
+514.0%
+1,169.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.5% | +2.0% | +3.7% |
| 7D | +0.6% | +1.4% | -0.8% | -0.1% |
| 30D | -8.3% | +2.1% | -10.4% | -9.9% |
| 3M | -12.2% | -29.7% | +17.5% | +6.5% |
| 6M | +17.1% | +12.5% | +4.5% | +12.9% |
| YTD | +84.7% | +57.0% | +27.6% | +51.6% |
| 1Y | +199.9% | +103.9% | +96.0% | +117.8% |
| 3Y | +232.8% | +223.6% | +9.2% | +93.0% |
| 5Y | +198.6% | +321.6% | -123.0% | +56.3% |
| All | +1,683.2% | +514.0% | +1,169.1% | +596.6% |
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