+449.7%
V vs MTSI
+448.7%
+1.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.8% | -10.8% | -1.6% |
| 7D | +2.2% | -10.0% | +12.2% | +3.4% |
| 30D | +13.6% | -37.2% | +50.8% | +20.5% |
| 3M | +14.3% | -30.1% | +44.4% | +18.4% |
| 6M | +33.1% | -31.9% | +65.0% | +36.0% |
| YTD | +21.2% | +23.2% | -1.9% | +10.2% |
| 1Y | +26.4% | +26.4% | 0.0% | +14.1% |
| 3Y | +77.6% | +186.2% | -108.6% | +31.8% |
| 5Y | +102.6% | +187.0% | -84.4% | +46.5% |
| All | +449.7% | +448.7% | +1.0% | +185.5% |
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