-6.4%
MDB vs MTSI
+224.7%
-231.1%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.5% | -7.5% | -5.3% |
| 7D | -17.4% | +1.4% | -18.8% | -17.8% |
| 30D | -2.0% | +2.1% | -4.1% | -4.3% |
| 3M | -3.0% | -29.7% | +26.7% | +7.9% |
| 6M | +48.7% | +12.5% | +36.1% | +25.9% |
| YTD | -12.1% | +57.0% | -69.2% | -38.6% |
| 1Y | +14.5% | +103.9% | -89.4% | -32.5% |
| All | -6.4% | +224.7% | -231.1% | -61.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling