+78.5%
U vs MTSI
-35.1%
+113.5%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.9% | -18.4% | +33.3% | +15.8% |
| 7D | +24.3% | -24.6% | +48.9% | +26.5% |
| 30D | +8.6% | -45.7% | +54.3% | +14.9% |
| 3M | +37.6% | -27.7% | +65.3% | +39.5% |
| 6M | +78.5% | -37.3% | +115.8% | +85.4% |
| All | +78.5% | -35.1% | +113.5% | +85.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling