+202.8%
TER vs MTSI
+320.9%
-118.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.5% | +2.0% | +2.9% |
| 7D | +0.6% | +1.4% | -0.8% | -0.4% |
| 30D | -8.3% | +2.1% | -10.4% | -11.2% |
| 3M | -12.2% | -29.7% | +17.5% | +16.0% |
| 6M | +17.1% | +12.5% | +4.5% | +8.3% |
| YTD | +84.7% | +57.0% | +27.6% | +32.9% |
| 1Y | +199.9% | +103.9% | +96.0% | +76.8% |
| 3Y | +232.8% | +223.6% | +9.2% | +25.2% |
| All | +202.8% | +320.9% | -118.0% | -12.5% |
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