-15.4%
MDLN vs MTSI
+55.7%
-71.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +2.2% | -7.4% | -5.2% |
| 7D | -1.2% | +4.9% | -6.1% | -1.1% |
| 30D | -1.5% | -11.6% | +10.1% | -1.6% |
| 3M | +2.6% | -24.1% | +26.7% | +2.7% |
| 6M | -20.9% | +32.4% | -53.3% | -26.4% |
| YTD | -17.4% | +60.4% | -77.8% | -28.1% |
| All | -15.4% | +55.7% | -71.1% | -26.6% |
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