+13.3%
MDT vs MTSI
+30.7%
-17.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.4% | -1.3% |
| 7D | +2.7% | -3.8% | +6.6% | +2.7% |
| 30D | +14.8% | -31.4% | +46.2% | +12.2% |
| 3M | +14.6% | -23.8% | +38.3% | +13.1% |
| 6M | +35.7% | -37.1% | +72.8% | +34.2% |
| YTD | +8.5% | +32.2% | -23.8% | +6.1% |
| 1Y | +13.3% | +26.9% | -13.7% | +10.8% |
| All | +13.3% | +30.7% | -17.5% | +10.8% |
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