-16.6%
TLT vs MTSI
+448.7%
-465.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.8% | -10.9% | +0.2% |
| 7D | +0.1% | -10.0% | +10.1% | -0.1% |
| 30D | +6.2% | -37.2% | +43.4% | +5.3% |
| 3M | +0.1% | -30.1% | +30.1% | -0.5% |
| 6M | -3.0% | -31.9% | +28.9% | -3.4% |
| YTD | -2.7% | +23.2% | -25.9% | -1.7% |
| 1Y | -4.8% | +26.4% | -31.2% | -3.8% |
| 3Y | +6.9% | +186.2% | -179.2% | +11.1% |
| 5Y | -34.5% | +187.0% | -221.5% | -31.6% |
| All | -16.6% | +448.7% | -465.3% | -6.5% |
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 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