+32.9%
W vs MTSI
+224.7%
-191.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.5% | -0.9% | +0.8% |
| 7D | -4.2% | +1.4% | -5.6% | -4.8% |
| 30D | -7.6% | +2.1% | -9.7% | -10.7% |
| 3M | +37.2% | -29.7% | +66.9% | +59.4% |
| 6M | +26.3% | +12.5% | +13.8% | +8.2% |
| YTD | -1.0% | +57.0% | -58.0% | -32.5% |
| 1Y | +20.1% | +103.9% | -83.8% | -34.0% |
| All | +32.9% | +224.7% | -191.8% | -55.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling