+145.6%
W vs MTSI
+514.0%
-368.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.5% | -0.9% | +0.9% |
| 7D | -4.2% | +1.4% | -5.6% | -4.8% |
| 30D | -7.6% | +2.1% | -9.7% | -10.3% |
| 3M | +37.2% | -29.7% | +66.9% | +57.4% |
| 6M | +26.3% | +12.5% | +13.8% | +12.4% |
| YTD | -1.0% | +57.0% | -58.0% | -26.3% |
| 1Y | +20.1% | +103.9% | -83.8% | -23.3% |
| 3Y | +37.8% | +223.6% | -185.8% | -30.1% |
| 5Y | -63.7% | +321.6% | -385.2% | -83.0% |
| All | +145.6% | +514.0% | -368.5% | -24.4% |
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