+29.3%
V vs MTSI
+59.5%
-30.2%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.0% | +4.8% | +3.8% |
| 7D | +9.0% | -10.7% | +19.6% | +8.1% |
| 30D | +18.1% | -29.0% | +47.1% | +15.4% |
| 3M | +18.3% | -14.7% | +33.0% | +17.7% |
| 6M | +34.1% | -20.1% | +54.2% | +31.3% |
| YTD | +25.2% | +36.1% | -10.9% | +25.6% |
| 1Y | +29.3% | +61.7% | -32.4% | +29.5% |
| All | +29.3% | +59.5% | -30.2% | +29.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling