-24.7%
MDB vs MTSI
+320.9%
-345.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.5% | -7.5% | -5.9% |
| 7D | -17.4% | +1.4% | -18.8% | -18.0% |
| 30D | -2.0% | +2.1% | -4.1% | -5.4% |
| 3M | -3.0% | -29.7% | +26.7% | +12.2% |
| 6M | +48.7% | +12.5% | +36.1% | +19.3% |
| YTD | -12.1% | +57.0% | -69.2% | -45.2% |
| 1Y | +14.5% | +103.9% | -89.4% | -42.5% |
| 3Y | -6.1% | +223.6% | -229.7% | -70.9% |
| All | -24.7% | +320.9% | -345.6% | -81.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling