-1.6%
MDLN vs MTSI
+32.1%
-33.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | -1.0% | +19.4% | +18.3% |
| 7D | +24.7% | -10.7% | +35.3% | +24.5% |
| 30D | +12.7% | -29.0% | +41.7% | +12.6% |
| 3M | -4.0% | -14.7% | +10.7% | -3.5% |
| 6M | -8.7% | -20.1% | +11.4% | -11.0% |
| YTD | -3.9% | +36.1% | -40.0% | -16.3% |
| All | -1.6% | +32.1% | -33.7% | -14.6% |
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