+1,521.1%
TER vs MTSI
+1,120.6%
+400.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.0% | -5.8% | -6.4% |
| 7D | -19.9% | -10.7% | -9.2% | -15.6% |
| 30D | -43.5% | -29.0% | -14.5% | -34.3% |
| 3M | -37.8% | -14.7% | -23.1% | -33.4% |
| 6M | -25.6% | -20.1% | -5.5% | -16.4% |
| YTD | +29.8% | +36.1% | -6.3% | +17.2% |
| 1Y | +43.2% | +61.7% | -18.6% | +20.2% |
| 3Y | +189.3% | +210.7% | -21.4% | +87.1% |
| 5Y | +76.9% | +212.8% | -135.9% | +14.6% |
| 10Y | +1,059.7% | +519.2% | +540.5% | +424.6% |
| All | +1,521.1% | +1,120.6% | +400.5% | +524.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling