+217.0%
W vs MTSI
+454.4%
-237.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.5% | -2.2% | -3.0% |
| 7D | +1.1% | -3.8% | +4.9% | +1.8% |
| 30D | +6.4% | -31.4% | +37.8% | +22.8% |
| 3M | +9.0% | -23.8% | +32.7% | +16.4% |
| 6M | +69.8% | -37.1% | +106.9% | +93.3% |
| YTD | +12.1% | +32.2% | -20.2% | -14.2% |
| 1Y | 0.0% | +26.9% | -26.9% | -22.4% |
| 3Y | +160.3% | +193.7% | -33.4% | +30.8% |
| 5Y | -53.3% | +218.0% | -271.3% | -76.7% |
| 10Y | +217.0% | +477.8% | -260.8% | +6.0% |
| All | +217.0% | +454.4% | -237.5% | +6.0% |
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