-67.9%
U vs MTSI
+153.3%
-221.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.9% | -18.4% | +33.3% | +24.4% |
| 7D | +24.3% | -24.6% | +48.9% | +40.2% |
| 30D | +8.6% | -45.7% | +54.3% | +45.2% |
| 3M | +37.6% | -27.7% | +65.3% | +50.5% |
| 6M | +78.5% | -37.3% | +115.8% | +96.9% |
| YTD | +10.5% | +11.1% | -0.7% | -25.0% |
| 1Y | +15.2% | +27.2% | -12.0% | -30.6% |
| 3Y | +76.6% | +153.7% | -77.1% | -51.7% |
| 5Y | -67.9% | +159.0% | -226.9% | -92.4% |
| All | -67.9% | +153.3% | -221.2% | -92.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling