+256.1%
TPR vs MTSI
+183.3%
+72.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +10.8% | -11.9% | -4.0% |
| 7D | +14.2% | -10.0% | +24.2% | +16.0% |
| 30D | +17.1% | -37.2% | +54.3% | +31.3% |
| 3M | -17.7% | -30.1% | +12.3% | -12.4% |
| 6M | -10.2% | -31.9% | +21.7% | -7.7% |
| YTD | +4.9% | +23.2% | -18.3% | -17.7% |
| 1Y | +36.1% | +26.4% | +9.7% | +5.2% |
| 3Y | +416.5% | +186.2% | +230.3% | +144.4% |
| All | +256.1% | +183.3% | +72.8% | +48.7% |
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