+18.4%
U vs MTSI
+59.5%
-41.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.0% | +5.9% | +5.1% |
| 7D | +7.5% | -10.7% | +18.1% | +9.4% |
| 30D | -7.0% | -29.0% | +21.9% | -2.3% |
| 3M | +20.6% | -14.7% | +35.3% | +21.9% |
| 6M | +53.2% | -20.1% | +73.3% | +50.1% |
| YTD | -3.9% | +36.1% | -40.0% | -24.8% |
| 1Y | +18.4% | +61.7% | -43.4% | -14.8% |
| All | +18.4% | +59.5% | -41.2% | -14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling