+11.2%
MCD vs MTSI
+153.8%
-142.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -18.4% | +17.6% | -1.8% |
| 7D | +8.0% | -24.6% | +32.6% | +6.5% |
| 30D | +19.6% | -45.7% | +65.3% | +16.1% |
| 3M | +2.2% | -27.7% | +29.9% | +0.9% |
| 6M | -1.1% | -37.3% | +36.2% | -3.1% |
| YTD | -7.2% | +11.1% | -18.4% | -7.2% |
| 1Y | -6.7% | +27.2% | -33.9% | -6.3% |
| All | +11.2% | +153.8% | -142.6% | +8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling