-18.2%
MDT vs MTSI
+320.9%
-339.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.5% | -2.3% | +1.0% |
| 7D | +3.2% | +1.4% | +1.8% | +3.1% |
| 30D | +9.5% | +2.1% | +7.4% | +9.1% |
| 3M | +16.0% | -29.7% | +45.7% | +18.1% |
| 6M | +0.2% | +12.5% | -12.3% | -2.4% |
| YTD | -0.3% | +57.0% | -57.3% | -5.7% |
| 1Y | +4.7% | +103.9% | -99.2% | -3.7% |
| 3Y | +26.5% | +223.6% | -197.0% | +6.4% |
| All | -18.2% | +320.9% | -339.0% | -36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling