+512.7%
MTSI vs MDY
+173.8%
+338.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.8% | +9.5% | +9.2% |
| 7D | +7.2% | +0.2% | +7.0% | +8.2% |
| 30D | -18.4% | +2.1% | -20.6% | -19.6% |
| 3M | -16.7% | -3.6% | -13.1% | -10.6% |
| 6M | -31.7% | +1.7% | -33.4% | -30.9% |
| YTD | +45.9% | +13.8% | +32.1% | +27.9% |
| 1Y | +47.0% | +15.5% | +31.5% | +26.6% |
| 3Y | +224.1% | +58.3% | +165.7% | +90.1% |
| 5Y | +238.5% | +37.4% | +201.1% | +142.5% |
| 10Y | +512.7% | +171.0% | +341.7% | +88.3% |
| All | +512.7% | +173.8% | +338.9% | +88.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling