+220.4%
W vs MTSI
+539.0%
-318.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +10.3% | -8.6% | -3.0% |
| 7D | -7.4% | +7.2% | -14.6% | -11.4% |
| 30D | +7.8% | -18.4% | +26.3% | +14.9% |
| 3M | +10.9% | -16.7% | +27.6% | +13.5% |
| 6M | +86.4% | -31.7% | +118.1% | +104.3% |
| YTD | +14.0% | +45.9% | -31.9% | -16.8% |
| 1Y | +3.5% | +47.0% | -43.5% | -25.2% |
| 3Y | +164.8% | +224.1% | -59.3% | +26.8% |
| 5Y | -53.1% | +238.5% | -291.6% | -77.4% |
| 10Y | +220.4% | +512.7% | -292.3% | +2.0% |
| All | +220.4% | +539.0% | -318.6% | +2.0% |
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