-34.8%
TLT vs MTSI
+209.3%
-244.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.3% |
| 7D | -0.3% | -3.8% | +3.5% | -0.3% |
| 30D | +3.7% | -31.4% | +35.1% | +3.9% |
| 3M | -0.7% | -23.8% | +23.1% | -0.6% |
| 6M | -4.2% | -37.1% | +32.9% | -4.0% |
| YTD | -4.0% | +32.2% | -36.2% | -4.3% |
| 1Y | -5.8% | +26.9% | -32.8% | -6.1% |
| 3Y | +4.1% | +193.7% | -189.6% | +3.1% |
| 5Y | -34.8% | +218.0% | -252.8% | -35.5% |
| All | -34.8% | +209.3% | -244.1% | -35.5% |
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