+1,267.3%
MCK vs MTSI
+1,186.7%
+80.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.4% | -0.1% |
| 7D | +0.5% | +29.1% | -28.6% | -1.7% |
| 30D | +12.0% | -20.4% | +32.4% | +13.5% |
| 3M | +22.7% | -20.9% | +43.6% | +23.9% |
| 6M | +46.9% | -32.3% | +79.2% | +49.2% |
| YTD | +31.7% | +43.5% | -11.8% | +23.4% |
| 1Y | +28.6% | +43.8% | -15.2% | +20.3% |
| 3Y | +132.6% | +218.8% | -86.2% | +95.9% |
| 5Y | +391.6% | +228.3% | +163.2% | +305.3% |
| 10Y | +712.5% | +502.6% | +209.9% | +466.7% |
| All | +1,267.3% | +1,186.7% | +80.6% | +790.3% |
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 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