+39.1%
MDT vs MTSI
+529.6%
-490.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.2% | -4.1% | -2.1% |
| 7D | +0.4% | +4.9% | -4.5% | -0.1% |
| 30D | +6.0% | -11.6% | +17.6% | +7.1% |
| 3M | +15.5% | -24.1% | +39.6% | +17.8% |
| 6M | +3.4% | +32.4% | -29.0% | -1.6% |
| YTD | -2.2% | +60.4% | -62.6% | -9.3% |
| 1Y | +2.6% | +111.0% | -108.4% | -8.3% |
| 3Y | +27.5% | +246.1% | -218.6% | +4.1% |
| 5Y | -20.1% | +340.3% | -360.4% | -38.0% |
| 10Y | +39.1% | +539.5% | -500.5% | -10.1% |
| All | +39.1% | +529.6% | -490.5% | -10.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling