+3.7%
U vs MTSI
+105.1%
-101.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.5% | -4.5% | -1.6% |
| 7D | -3.8% | +1.4% | -5.2% | -4.1% |
| 30D | +17.5% | +2.1% | +15.4% | +16.2% |
| 3M | +38.7% | -29.7% | +68.5% | +43.5% |
| 6M | +104.4% | +12.5% | +91.9% | +84.6% |
| YTD | -5.7% | +57.0% | -62.7% | -27.2% |
| 1Y | +3.7% | +103.9% | -100.2% | -26.9% |
| All | +3.7% | +105.1% | -101.4% | -26.9% |
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