-5.8%
TLT vs MTSI
+41.9%
-47.7%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.3% | -10.3% | 0.0% |
| 7D | -1.0% | +7.2% | -8.2% | -1.0% |
| 30D | +4.1% | -18.4% | +22.6% | +4.3% |
| 3M | -0.4% | -16.7% | +16.3% | -0.3% |
| 6M | -3.2% | -31.7% | +28.6% | -2.7% |
| YTD | -3.5% | +45.9% | -49.4% | -5.8% |
| 1Y | -5.8% | +47.0% | -52.8% | -8.0% |
| All | -5.8% | +41.9% | -47.7% | -8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling