+326.1%
TPR vs MTSI
+514.0%
-187.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | -0.9% |
| 7D | -2.3% | +1.4% | -3.7% | -2.7% |
| 30D | -23.0% | +2.1% | -25.1% | -24.1% |
| 3M | -12.5% | -29.7% | +17.3% | -6.0% |
| 6M | -21.4% | +12.5% | -34.0% | -27.3% |
| YTD | -3.5% | +57.0% | -60.5% | -19.3% |
| 1Y | +17.4% | +103.9% | -86.6% | -10.0% |
| 3Y | +291.3% | +223.6% | +67.7% | +156.4% |
| 5Y | +241.9% | +321.6% | -79.6% | +105.9% |
| All | +326.1% | +514.0% | -187.9% | +100.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling