+50.4%
TER vs MTSI
+153.3%
-103.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -18.4% | +3.1% | -1.3% |
| 7D | -28.2% | -24.6% | -3.6% | -11.2% |
| 30D | -50.6% | -45.7% | -4.8% | -22.2% |
| 3M | -45.3% | -27.7% | -17.6% | -32.2% |
| 6M | -40.4% | -37.3% | -3.1% | -15.9% |
| YTD | +10.0% | +11.1% | -1.1% | +1.8% |
| 1Y | +13.6% | +27.2% | -13.5% | -5.6% |
| 3Y | +145.2% | +153.7% | -8.5% | +10.0% |
| 5Y | +50.4% | +159.0% | -108.6% | -35.5% |
| All | +50.4% | +153.3% | -103.0% | -35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling