+942.1%
MDB vs MTSI
+501.3%
+440.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.6% | +3.9% | +0.5% |
| 7D | +6.8% | +10.0% | -3.2% | +2.6% |
| 30D | -6.2% | -20.3% | +14.1% | +1.2% |
| 3M | -29.2% | -24.4% | -4.8% | -23.6% |
| 6M | +10.3% | -39.2% | +49.5% | +24.5% |
| YTD | -20.4% | +35.5% | -55.9% | -38.2% |
| 1Y | -4.8% | +43.0% | -47.9% | -28.0% |
| 3Y | -11.6% | +196.3% | -207.8% | -52.5% |
| 5Y | -41.0% | +210.0% | -251.1% | -68.9% |
| All | +942.1% | +501.3% | +440.7% | +271.4% |
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