+145.6%
W vs MTSI
+153.8%
-8.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -18.4% | +10.1% | -0.6% |
| 7D | -5.6% | -24.6% | +19.0% | +5.5% |
| 30D | +7.5% | -45.7% | +53.2% | +36.5% |
| 3M | +5.4% | -27.7% | +33.2% | +12.7% |
| 6M | +79.4% | -37.3% | +116.7% | +99.3% |
| YTD | +12.9% | +11.1% | +1.8% | -13.5% |
| 1Y | +12.4% | +27.2% | -14.8% | -22.6% |
| All | +145.6% | +153.8% | -8.2% | -2.9% |
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