-54.2%
W vs MTSI
+183.3%
-237.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.8% | -12.3% | -8.1% |
| 7D | -3.6% | -10.0% | +6.4% | +1.0% |
| 30D | +7.0% | -37.2% | +44.2% | +37.4% |
| 3M | +7.4% | -30.1% | +37.4% | +23.0% |
| 6M | +69.3% | -31.9% | +101.2% | +84.0% |
| YTD | +11.3% | +23.2% | -11.9% | -29.5% |
| 1Y | +13.2% | +26.4% | -13.2% | -30.9% |
| 3Y | +142.0% | +186.2% | -44.1% | -44.5% |
| All | -54.2% | +183.3% | -237.6% | -90.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling