-0.7%
MDLN vs MTSI
+30.3%
-31.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +9.0% | -6.3% | +2.7% |
| 7D | +21.1% | +3.5% | +17.5% | +21.1% |
| 30D | +12.3% | -30.3% | +42.6% | +12.1% |
| 3M | +15.6% | -26.0% | +41.6% | +15.5% |
| 6M | +3.0% | -36.1% | +39.1% | +3.0% |
| YTD | -3.1% | +34.3% | -37.4% | -15.6% |
| All | -0.7% | +30.3% | -31.1% | -13.9% |
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