-45.2%
MDB vs MTSI
+183.3%
-228.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +10.8% | -8.1% | -2.8% |
| 7D | -11.4% | -10.0% | -1.4% | -7.4% |
| 30D | -13.8% | -37.2% | +23.4% | +7.3% |
| 3M | -15.5% | -30.1% | +14.6% | -3.2% |
| 6M | +17.9% | -31.9% | +49.8% | +26.1% |
| YTD | -25.5% | +23.2% | -48.6% | -49.4% |
| 1Y | -12.1% | +26.4% | -38.5% | -41.7% |
| 3Y | -5.9% | +186.2% | -192.0% | -71.8% |
| All | -45.2% | +183.3% | -228.6% | -84.1% |
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