-34.7%
TLT vs MTSI
+153.3%
-188.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -18.4% | +18.6% | +0.2% |
| 7D | +0.5% | -24.6% | +25.1% | +0.6% |
| 30D | +6.0% | -45.7% | +51.7% | +6.3% |
| 3M | -0.9% | -27.7% | +26.8% | -1.0% |
| 6M | -2.6% | -37.3% | +34.7% | -2.5% |
| YTD | -3.1% | +11.1% | -14.2% | -3.5% |
| 1Y | -4.4% | +27.2% | -31.5% | -4.8% |
| 3Y | +5.5% | +153.7% | -148.2% | +4.3% |
| 5Y | -34.7% | +159.0% | -193.7% | -35.9% |
| All | -34.7% | +153.3% | -188.0% | -35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling