-4.8%
MDB vs MTSI
+35.9%
-40.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.6% | +3.9% | -0.8% |
| 7D | +6.8% | +10.0% | -3.2% | +5.2% |
| 30D | -6.2% | -20.3% | +14.1% | -4.6% |
| 3M | -29.2% | -24.4% | -4.8% | -28.0% |
| 6M | +10.3% | -39.2% | +49.5% | +13.0% |
| YTD | -20.4% | +35.5% | -55.9% | -32.9% |
| 1Y | -4.8% | +43.0% | -47.9% | -22.2% |
| All | -4.8% | +35.9% | -40.7% | -22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling