+258.4%
TPR vs MTSI
+153.3%
+105.1%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -18.4% | +25.4% | +12.2% |
| 7D | +13.9% | -24.6% | +38.4% | +21.8% |
| 30D | +14.9% | -45.7% | +60.6% | +34.7% |
| 3M | -15.4% | -27.7% | +12.4% | -11.7% |
| 6M | -4.5% | -37.3% | +32.8% | +0.4% |
| YTD | +6.0% | +11.1% | -5.1% | -14.3% |
| 1Y | +24.3% | +27.2% | -2.8% | -6.5% |
| 3Y | +412.8% | +153.7% | +259.2% | +152.7% |
| 5Y | +258.4% | +159.0% | +99.5% | +53.2% |
| All | +258.4% | +153.3% | +105.1% | +53.2% |
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