+183.4%
TFC vs MTSI
+1,308.1%
-1,124.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.4% | -0.5% |
| 7D | +2.4% | +1.4% | +1.0% | +2.1% |
| 30D | -1.3% | +2.1% | -3.4% | -2.2% |
| 3M | +6.1% | -29.7% | +35.8% | +11.4% |
| 6M | +7.3% | +12.5% | -5.2% | +2.3% |
| YTD | +8.2% | +57.0% | -48.8% | -3.7% |
| 1Y | +14.4% | +103.9% | -89.5% | -3.9% |
| 3Y | +93.7% | +223.6% | -129.9% | +45.3% |
| 5Y | +16.4% | +321.6% | -305.2% | -18.2% |
| 10Y | +101.6% | +517.7% | -416.1% | +17.5% |
| All | +183.4% | +1,308.1% | -1,124.7% | +44.1% |
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