-54.0%
W vs MTSI
+153.3%
-207.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -18.4% | +10.1% | +3.2% |
| 7D | -5.6% | -24.6% | +19.0% | +11.1% |
| 30D | +7.5% | -45.7% | +53.2% | +52.3% |
| 3M | +5.4% | -27.7% | +33.2% | +15.6% |
| 6M | +79.4% | -37.3% | +116.7% | +105.9% |
| YTD | +12.9% | +11.1% | +1.8% | -23.2% |
| 1Y | +12.4% | +27.2% | -14.8% | -34.0% |
| 3Y | +128.5% | +153.7% | -25.2% | -42.6% |
| 5Y | -54.0% | +159.0% | -212.9% | -89.5% |
| All | -54.0% | +153.3% | -207.3% | -89.5% |
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