+284.2%
MCD vs MTSI
+1,308.1%
-1,023.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.5% | -5.0% | -1.7% |
| 7D | -2.8% | +1.4% | -4.2% | -2.9% |
| 30D | -6.0% | +2.1% | -8.1% | -6.4% |
| 3M | -5.6% | -29.7% | +24.2% | -3.8% |
| 6M | -21.9% | +12.5% | -34.4% | -23.5% |
| YTD | -14.7% | +57.0% | -71.7% | -18.8% |
| 1Y | -17.3% | +103.9% | -121.2% | -23.2% |
| 3Y | -2.2% | +223.6% | -225.7% | -14.5% |
| 5Y | +20.3% | +321.6% | -301.3% | +1.1% |
| 10Y | +180.7% | +517.7% | -337.0% | +110.5% |
| All | +284.2% | +1,308.1% | -1,023.9% | +166.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling