+1,323.2%
V vs MTSI
+1,308.1%
+15.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.5% | -4.4% | -1.5% |
| 7D | -1.7% | +1.4% | -3.1% | -1.9% |
| 30D | +2.0% | +2.1% | -0.1% | +1.1% |
| 3M | +17.4% | -29.7% | +47.1% | +22.1% |
| 6M | +17.5% | +12.5% | +5.0% | +12.1% |
| YTD | +7.6% | +57.0% | -49.4% | -3.5% |
| 1Y | +7.7% | +103.9% | -96.2% | -8.3% |
| 3Y | +54.7% | +223.6% | -168.9% | +17.6% |
| 5Y | +73.0% | +321.6% | -248.5% | +23.1% |
| 10Y | +390.9% | +517.7% | -126.9% | +186.0% |
| All | +1,323.2% | +1,308.1% | +15.1% | +635.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling