+53.0%
MDT vs MTSI
+181.3%
-128.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +10.8% | -13.7% | -2.6% |
| 7D | +5.4% | -10.0% | +15.4% | +5.3% |
| 30D | +19.1% | -37.2% | +56.2% | +18.1% |
| 3M | +19.5% | -30.1% | +49.5% | +18.8% |
| 6M | +33.5% | -31.9% | +65.4% | +32.4% |
| YTD | +8.7% | +23.2% | -14.5% | +5.7% |
| 1Y | +16.8% | +26.4% | -9.6% | +13.3% |
| 3Y | +53.0% | +186.2% | -133.2% | +40.7% |
| All | +53.0% | +181.3% | -128.3% | +40.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling