+210.1%
W vs MTSI
+465.0%
-254.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.6% | +6.0% | +2.9% |
| 7D | +0.2% | +10.0% | -9.8% | -4.5% |
| 30D | +6.8% | -20.3% | +27.2% | +14.9% |
| 3M | +10.7% | -24.4% | +35.1% | +18.4% |
| 6M | +86.3% | -39.2% | +125.5% | +115.5% |
| YTD | +11.5% | +35.5% | -24.0% | -15.9% |
| 1Y | +5.1% | +43.0% | -37.9% | -23.4% |
| 3Y | +171.0% | +196.3% | -25.3% | +35.1% |
| 5Y | -56.6% | +210.0% | -266.7% | -78.3% |
| All | +210.1% | +465.0% | -254.9% | +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