+232.1%
W vs MTSI
+448.7%
-216.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.8% | -12.3% | -6.4% |
| 7D | -3.6% | -10.0% | +6.4% | 0.0% |
| 30D | +7.0% | -37.2% | +44.2% | +28.6% |
| 3M | +7.4% | -30.1% | +37.4% | +19.4% |
| 6M | +69.3% | -31.9% | +101.2% | +84.2% |
| YTD | +11.3% | +23.2% | -11.9% | -11.9% |
| 1Y | +13.2% | +26.4% | -13.2% | -12.1% |
| 3Y | +142.0% | +186.2% | -44.1% | +22.9% |
| 5Y | -54.6% | +187.0% | -241.7% | -76.3% |
| All | +232.1% | +448.7% | -216.6% | +15.3% |
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