+72.4%
TER vs MTSI
+208.2%
-135.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +9.0% | +3.7% | +5.9% |
| 7D | -5.8% | +3.5% | -9.3% | -8.5% |
| 30D | -38.9% | -30.3% | -8.6% | -20.6% |
| 3M | -35.1% | -26.0% | -9.1% | -19.8% |
| 6M | -31.6% | -36.1% | +4.5% | -4.3% |
| YTD | +27.2% | +34.3% | -7.0% | +1.8% |
| 1Y | +35.2% | +35.3% | -0.1% | +7.6% |
| 3Y | +192.8% | +217.6% | -24.8% | +10.3% |
| 5Y | +72.4% | +210.1% | -137.7% | -35.6% |
| All | +72.4% | +208.2% | -135.8% | -35.6% |
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 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