-17.3%
MCD vs MTSI
+105.1%
-122.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.5% | -5.0% | -1.3% |
| 7D | -2.8% | +1.4% | -4.2% | -2.7% |
| 30D | -6.0% | +2.1% | -8.1% | -5.7% |
| 3M | -5.6% | -29.7% | +24.2% | -7.3% |
| 6M | -21.9% | +12.5% | -34.4% | -22.0% |
| YTD | -14.7% | +57.0% | -71.7% | -12.7% |
| 1Y | -17.3% | +103.9% | -121.2% | -14.8% |
| All | -17.3% | +105.1% | -122.3% | -14.8% |
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