+134.9%
TPR vs MTSI
+1,308.1%
-1,173.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | -0.8% |
| 7D | -2.3% | +1.4% | -3.7% | -2.6% |
| 30D | -23.0% | +2.1% | -25.1% | -24.0% |
| 3M | -12.5% | -29.7% | +17.3% | -6.7% |
| 6M | -21.4% | +12.5% | -34.0% | -26.5% |
| YTD | -3.5% | +57.0% | -60.5% | -17.3% |
| 1Y | +17.4% | +103.9% | -86.6% | -6.6% |
| 3Y | +291.3% | +223.6% | +67.7% | +172.5% |
| 5Y | +241.9% | +321.6% | -79.6% | +122.1% |
| 10Y | +322.7% | +517.7% | -195.0% | +122.7% |
| All | +134.9% | +1,308.1% | -1,173.3% | +7.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling