-34.5%
TLT vs MTSI
+206.4%
-240.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.6% | +5.1% | -0.4% |
| 7D | -3.1% | +10.0% | -13.1% | -3.1% |
| 30D | +1.0% | -20.3% | +21.4% | +1.1% |
| 3M | -2.7% | -24.4% | +21.7% | -2.7% |
| 6M | -4.1% | -39.2% | +35.0% | -4.0% |
| YTD | -5.4% | +35.5% | -40.8% | -5.7% |
| 1Y | -7.0% | +43.0% | -50.0% | -7.4% |
| 3Y | +2.8% | +196.3% | -193.4% | +1.8% |
| All | -34.5% | +206.4% | -240.9% | -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