+31.8%
MCK vs MTSI
+105.1%
-73.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.5% | -4.9% | -1.3% |
| 7D | +1.7% | +1.4% | +0.4% | +1.8% |
| 30D | +3.6% | +2.1% | +1.5% | +3.7% |
| 3M | +20.1% | -29.7% | +49.8% | +21.1% |
| 6M | -7.0% | +12.5% | -19.6% | -12.2% |
| YTD | +11.0% | +57.0% | -46.0% | +2.7% |
| 1Y | +31.8% | +103.9% | -72.1% | +20.4% |
| All | +31.8% | +105.1% | -73.2% | +20.4% |
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