-3.9%
MCD vs MTSI
+59.5%
-63.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.0% | +7.5% | +6.4% |
| 7D | +11.9% | -10.7% | +22.5% | +10.9% |
| 30D | +20.2% | -29.0% | +49.2% | +17.4% |
| 3M | +5.2% | -14.7% | +19.9% | +4.5% |
| 6M | 0.0% | -20.1% | +20.1% | -1.8% |
| YTD | -6.5% | +36.1% | -42.6% | -4.1% |
| 1Y | -3.9% | +61.7% | -65.7% | +0.8% |
| All | -3.9% | +59.5% | -63.5% | +0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling