-33.3%
TLT vs MTSI
+320.9%
-354.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.3% | +0.1% |
| 7D | -0.4% | +1.4% | -1.8% | -0.4% |
| 30D | -0.6% | +2.1% | -2.7% | -0.6% |
| 3M | -2.7% | -29.7% | +27.0% | -2.6% |
| 6M | -5.6% | +12.5% | -18.2% | -5.7% |
| YTD | -2.8% | +57.0% | -59.8% | -3.0% |
| 1Y | -1.4% | +103.9% | -105.4% | -1.7% |
| 3Y | -1.6% | +223.6% | -225.2% | -2.3% |
| All | -33.3% | +320.9% | -354.1% | -32.9% |
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