+347.1%
MCK vs MTSI
+359.4%
-12.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.1% | -3.8% | +0.2% |
| 7D | -3.6% | +11.1% | -14.7% | -3.8% |
| 30D | +1.4% | -3.7% | +5.1% | +1.5% |
| 3M | +13.8% | -20.2% | +34.1% | +14.6% |
| 6M | -5.2% | +30.8% | -36.0% | -7.7% |
| YTD | +9.0% | +67.0% | -58.0% | +4.9% |
| 1Y | +26.9% | +120.4% | -93.6% | +20.3% |
| 3Y | +114.7% | +260.4% | -145.7% | +96.7% |
| 5Y | +347.1% | +356.3% | -9.1% | +289.7% |
| All | +347.1% | +359.4% | -12.3% | +289.7% |
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