+426.6%
MCK vs MTSI
+555.4%
-128.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.8% | +3.6% | -0.8% |
| 7D | -4.4% | +4.8% | -9.2% | -4.8% |
| 30D | -2.2% | -9.2% | +7.0% | -1.6% |
| 3M | +11.6% | -23.1% | +34.7% | +13.3% |
| 6M | -4.9% | +23.5% | -28.4% | -8.7% |
| YTD | +7.7% | +59.1% | -51.3% | +0.7% |
| 1Y | +25.2% | +106.9% | -81.6% | +13.6% |
| 3Y | +112.1% | +243.2% | -131.0% | +78.1% |
| 5Y | +345.8% | +324.5% | +21.3% | +257.8% |
| All | +426.6% | +555.4% | -128.7% | +250.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling