-69.4%
U vs MTSI
+320.9%
-390.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.5% | -4.5% | -3.1% |
| 7D | -3.8% | +1.4% | -5.2% | -4.7% |
| 30D | +17.5% | +2.1% | +15.4% | +14.0% |
| 3M | +38.7% | -29.7% | +68.5% | +64.0% |
| 6M | +104.4% | +12.5% | +91.9% | +64.5% |
| YTD | -5.7% | +57.0% | -62.7% | -43.2% |
| 1Y | +3.7% | +103.9% | -100.2% | -50.4% |
| 3Y | +12.3% | +223.6% | -211.2% | -69.7% |
| All | -69.4% | +320.9% | -390.3% | -94.4% |
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