+31.7%
V vs MTSI
-35.1%
+66.8%
-6.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -18.4% | +15.1% | -4.7% |
| 7D | +2.9% | -24.6% | +27.5% | +0.6% |
| 30D | +14.0% | -45.7% | +59.7% | +8.0% |
| 3M | +14.9% | -27.7% | +42.6% | +13.0% |
| 6M | +31.7% | -37.3% | +69.0% | +26.1% |
| All | +31.7% | -35.1% | +66.8% | +26.1% |
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