+211.7%
MCD vs MTSI
+448.7%
-237.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.8% | -11.4% | -1.2% |
| 7D | +7.1% | -10.0% | +17.1% | +7.6% |
| 30D | +19.8% | -37.2% | +57.0% | +22.7% |
| 3M | +0.8% | -30.1% | +30.9% | +2.3% |
| 6M | -1.3% | -31.9% | +30.6% | -0.5% |
| YTD | -7.8% | +23.2% | -30.9% | -11.6% |
| 1Y | -5.0% | +26.4% | -31.3% | -9.2% |
| 3Y | +10.5% | +186.2% | -175.6% | -4.4% |
| 5Y | +22.0% | +187.0% | -165.1% | +3.8% |
| All | +211.7% | +448.7% | -237.0% | +122.5% |
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 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