+61.7%
MTSI vs MDY
+17.5%
+44.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -2.2% |
| 7D | -10.7% | +1.7% | -12.3% | -13.8% |
| 30D | -29.0% | +1.2% | -30.2% | -30.4% |
| 3M | -14.7% | -3.5% | -11.2% | -7.5% |
| 6M | -20.1% | +3.5% | -23.6% | -22.0% |
| YTD | +36.1% | +13.6% | +22.5% | +18.0% |
| 1Y | +61.7% | +17.1% | +44.7% | +37.2% |
| All | +61.7% | +17.5% | +44.3% | +37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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