+21.6%
MCD vs MTSI
+320.9%
-299.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.5% | -5.0% | -1.5% |
| 7D | -2.8% | +1.4% | -4.2% | -2.8% |
| 30D | -6.0% | +2.1% | -8.1% | -6.1% |
| 3M | -5.6% | -29.7% | +24.2% | -5.2% |
| 6M | -21.9% | +12.5% | -34.4% | -22.8% |
| YTD | -14.7% | +57.0% | -71.7% | -16.8% |
| 1Y | -17.3% | +103.9% | -121.2% | -20.4% |
| 3Y | -2.2% | +223.6% | -225.7% | -11.9% |
| All | +21.6% | +320.9% | -299.3% | +1.9% |
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