+849.8%
MDB vs MTSI
+393.3%
+456.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -18.4% | +11.1% | 0.0% |
| 7D | -20.9% | -24.6% | +3.7% | -11.9% |
| 30D | -15.6% | -45.7% | +30.2% | +6.2% |
| 3M | -19.1% | -27.7% | +8.7% | -11.5% |
| 6M | +14.2% | -37.3% | +51.5% | +26.8% |
| YTD | -27.4% | +11.1% | -38.6% | -38.8% |
| 1Y | -13.0% | +27.2% | -40.2% | -31.3% |
| 3Y | -11.2% | +153.7% | -164.9% | -49.1% |
| 5Y | -45.2% | +159.0% | -204.2% | -68.7% |
| All | +849.8% | +393.3% | +456.5% | +267.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling