+26.4%
MTSI vs MDY
+12.3%
+14.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +0.6% | +10.2% | +9.4% |
| 7D | -10.0% | -1.7% | -8.3% | -5.0% |
| 30D | -37.2% | -0.9% | -36.3% | -34.5% |
| 3M | -30.1% | -5.7% | -24.3% | -18.3% |
| 6M | -31.9% | -2.9% | -29.0% | -23.6% |
| YTD | +23.2% | +9.8% | +13.3% | +14.1% |
| 1Y | +26.4% | +13.5% | +12.9% | +12.1% |
| All | +26.4% | +12.3% | +14.1% | +12.1% |
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