-4.8%
TLT vs MTSI
+38.8%
-43.6%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.8% | -10.9% | 0.0% |
| 7D | +0.1% | -10.0% | +10.1% | +0.1% |
| 30D | +6.2% | -37.2% | +43.4% | +6.5% |
| 3M | +0.1% | -30.1% | +30.1% | +0.1% |
| 6M | -3.0% | -31.9% | +28.9% | -3.0% |
| YTD | -2.7% | +23.2% | -25.9% | -4.6% |
| 1Y | -4.8% | +26.4% | -31.2% | -6.6% |
| All | -4.8% | +38.8% | -43.6% | -6.6% |
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