+195.2%
MCD vs MTSI
+498.4%
-303.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.3% |
| 7D | -1.6% | +29.1% | -30.7% | -3.1% |
| 30D | +16.0% | -20.4% | +36.4% | +17.2% |
| 3M | 0.0% | -20.9% | +20.9% | +0.7% |
| 6M | +0.9% | -32.3% | +33.2% | +2.2% |
| YTD | -8.7% | +43.5% | -52.2% | -13.3% |
| 1Y | -8.6% | +43.8% | -52.4% | -13.3% |
| 3Y | +9.9% | +218.8% | -208.9% | -5.4% |
| 5Y | +22.6% | +228.3% | -205.7% | +3.6% |
| All | +195.2% | +498.4% | -303.2% | +110.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling