-14.7%
MDLN vs MTSI
+10.3%
-24.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | +0.2% |
| 7D | +3.7% | +1.4% | +2.3% | +3.8% |
| 30D | -0.2% | +2.1% | -2.3% | +0.6% |
| 3M | +6.2% | -29.7% | +35.9% | +4.8% |
| 6M | -14.7% | +12.5% | -27.2% | -18.6% |
| All | -14.7% | +10.3% | -24.9% | -18.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling