+271.8%
MDT vs MTSI
+1,004.6%
-732.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +10.8% | -13.7% | -3.9% |
| 7D | +5.4% | -10.0% | +15.4% | +6.2% |
| 30D | +19.1% | -37.2% | +56.2% | +23.6% |
| 3M | +19.5% | -30.1% | +49.5% | +22.0% |
| 6M | +33.5% | -31.9% | +65.4% | +35.2% |
| YTD | +8.7% | +23.2% | -14.5% | +2.3% |
| 1Y | +16.8% | +26.4% | -9.6% | +9.3% |
| 3Y | +53.0% | +186.2% | -133.2% | +26.0% |
| 5Y | -2.9% | +187.0% | -189.9% | -21.5% |
| 10Y | +61.4% | +460.4% | -398.9% | +8.0% |
| All | +271.8% | +1,004.6% | -732.8% | +126.9% |
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