+101.3%
USB vs MTSI
+541.7%
-440.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.1% |
| 7D | +2.4% | -10.7% | +13.1% | +4.1% |
| 30D | +6.6% | -29.0% | +35.6% | +11.7% |
| 3M | -4.1% | -14.7% | +10.6% | -3.3% |
| 6M | +12.5% | -20.1% | +32.6% | +13.0% |
| YTD | +17.6% | +36.1% | -18.5% | +6.4% |
| 1Y | +36.5% | +61.7% | -25.2% | +19.3% |
| 3Y | +95.4% | +210.7% | -115.3% | +47.6% |
| 5Y | +26.1% | +212.8% | -186.7% | -6.8% |
| 10Y | +101.3% | +519.2% | -417.9% | +19.5% |
| All | +101.3% | +541.7% | -440.4% | +19.5% |
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