-55.9%
W vs MTSI
+206.4%
-262.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.6% | +6.0% | +3.8% |
| 7D | +0.2% | +10.0% | -9.8% | -6.1% |
| 30D | +6.8% | -20.3% | +27.2% | +17.6% |
| 3M | +10.7% | -24.4% | +35.1% | +20.4% |
| 6M | +86.3% | -39.2% | +125.5% | +126.0% |
| YTD | +11.5% | +35.5% | -24.0% | -33.8% |
| 1Y | +5.1% | +43.0% | -37.9% | -41.4% |
| 3Y | +171.0% | +196.3% | -25.3% | -37.4% |
| All | -55.9% | +206.4% | -262.2% | -91.0% |
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 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