+112.5%
MCK vs MTSI
+243.1%
-130.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.2% | -4.3% | -2.1% |
| 7D | -1.9% | +4.9% | -6.8% | -1.9% |
| 30D | +2.4% | -11.6% | +13.9% | +2.3% |
| 3M | +16.1% | -24.1% | +40.2% | +16.6% |
| 6M | -3.1% | +32.4% | -35.5% | -5.7% |
| YTD | +8.7% | +60.4% | -51.7% | +5.6% |
| 1Y | +28.1% | +111.0% | -82.9% | +23.6% |
| All | +112.5% | +243.1% | -130.6% | +111.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling