+1,503.5%
V vs MTSI
+896.6%
+606.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -18.4% | +15.1% | -0.6% |
| 7D | +2.9% | -24.6% | +27.5% | +6.8% |
| 30D | +14.0% | -45.7% | +59.7% | +23.5% |
| 3M | +14.9% | -27.7% | +42.6% | +18.1% |
| 6M | +31.7% | -37.3% | +69.0% | +36.3% |
| YTD | +21.2% | +11.1% | +10.1% | +12.8% |
| 1Y | +25.3% | +27.2% | -1.9% | +13.5% |
| 3Y | +77.5% | +153.7% | -76.2% | +37.6% |
| 5Y | +102.6% | +159.0% | -56.4% | +53.2% |
| 10Y | +464.3% | +405.6% | +58.7% | +234.8% |
| All | +1,503.5% | +896.6% | +606.9% | +759.8% |
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