+22.6%
MCD vs MTSI
+153.3%
-130.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -18.4% | +17.6% | -0.9% |
| 7D | +8.0% | -24.6% | +32.6% | +7.9% |
| 30D | +19.6% | -45.7% | +65.3% | +19.5% |
| 3M | +2.2% | -27.7% | +29.9% | +1.9% |
| 6M | -1.1% | -37.3% | +36.2% | -1.7% |
| YTD | -7.2% | +11.1% | -18.4% | -9.5% |
| 1Y | -6.7% | +27.2% | -33.9% | -9.6% |
| 3Y | +11.6% | +153.7% | -142.1% | -0.4% |
| 5Y | +22.6% | +159.0% | -136.3% | +5.6% |
| All | +22.6% | +153.3% | -130.7% | +5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling