-24.7%
U vs MTSI
+522.0%
-546.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +10.8% | -5.3% | -0.2% |
| 7D | +36.6% | -10.0% | +46.6% | +40.1% |
| 30D | +13.3% | -37.2% | +50.5% | +40.2% |
| 3M | +26.2% | -30.1% | +56.2% | +41.8% |
| 6M | +88.7% | -31.9% | +120.6% | +101.0% |
| YTD | +16.6% | +23.2% | -6.6% | -22.7% |
| 1Y | +29.0% | +26.4% | +2.6% | -16.1% |
| 3Y | +99.5% | +186.2% | -86.7% | -40.3% |
| 5Y | -66.1% | +187.0% | -253.2% | -90.4% |
| All | -24.7% | +522.0% | -546.7% | -88.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling