-22.7%
U vs MTSI
+584.1%
-606.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -5.6% | +10.8% | +8.1% |
| 7D | +2.6% | +10.0% | -7.4% | -3.5% |
| 30D | +27.6% | -20.3% | +47.9% | +37.0% |
| 3M | +15.3% | -24.4% | +39.8% | +23.5% |
| 6M | +96.4% | -39.2% | +135.6% | +128.2% |
| YTD | +19.6% | +35.5% | -15.9% | -25.4% |
| 1Y | +42.1% | +43.0% | -0.9% | -14.9% |
| 3Y | +87.5% | +196.3% | -108.7% | -44.4% |
| 5Y | -73.1% | +210.0% | -283.2% | -92.8% |
| All | -22.7% | +584.1% | -606.9% | -88.9% |
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 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