-11.4%
TLT vs MTSI
+539.0%
-550.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.3% | -10.3% | +0.3% |
| 7D | -1.0% | +7.2% | -8.2% | -0.8% |
| 30D | +4.1% | -18.4% | +22.6% | +3.8% |
| 3M | -0.4% | -16.7% | +16.3% | -0.5% |
| 6M | -3.2% | -31.7% | +28.6% | -3.6% |
| YTD | -3.5% | +45.9% | -49.4% | -2.2% |
| 1Y | -5.8% | +47.0% | -52.8% | -4.5% |
| 3Y | +4.6% | +224.1% | -219.5% | +8.8% |
| 5Y | -34.4% | +238.5% | -272.9% | -31.4% |
| 10Y | -11.4% | +512.7% | -524.1% | -2.8% |
| All | -11.4% | +539.0% | -550.5% | -2.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling