-6.7%
MCD vs MTSI
+31.6%
-38.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -18.4% | +17.6% | -2.3% |
| 7D | +8.0% | -24.6% | +32.6% | +5.7% |
| 30D | +19.6% | -45.7% | +65.3% | +14.4% |
| 3M | +2.2% | -27.7% | +29.9% | +0.3% |
| 6M | -1.1% | -37.3% | +36.2% | -4.5% |
| YTD | -7.2% | +11.1% | -18.4% | -5.8% |
| 1Y | -6.7% | +27.2% | -33.9% | -3.2% |
| All | -6.7% | +31.6% | -38.3% | -3.2% |
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