+1,300.0%
MCK vs MTSI
+1,115.0%
+185.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.6% | +8.0% | +2.8% |
| 7D | +4.0% | +10.0% | -6.0% | +3.0% |
| 30D | +12.9% | -20.3% | +33.3% | +14.4% |
| 3M | +28.9% | -24.4% | +53.3% | +30.6% |
| 6M | +49.9% | -39.2% | +89.1% | +53.7% |
| YTD | +34.8% | +35.5% | -0.6% | +26.9% |
| 1Y | +30.8% | +43.0% | -12.2% | +22.3% |
| 3Y | +137.4% | +196.3% | -58.8% | +101.2% |
| 5Y | +403.3% | +210.0% | +193.3% | +316.8% |
| 10Y | +731.9% | +469.1% | +262.9% | +482.8% |
| All | +1,300.0% | +1,115.0% | +185.0% | +815.6% |
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 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