+196.3%
MTSI vs MDY
+56.8%
+139.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.1% | -5.4% | -5.4% |
| 7D | +10.0% | +2.3% | +7.7% | +6.3% |
| 30D | -20.3% | +2.0% | -22.3% | -21.6% |
| 3M | -24.4% | -5.6% | -18.8% | -15.1% |
| 6M | -39.2% | +1.3% | -40.5% | -37.8% |
| YTD | +35.5% | +12.3% | +23.2% | +19.5% |
| 1Y | +43.0% | +15.8% | +27.2% | +20.8% |
| 3Y | +196.3% | +56.5% | +139.8% | +76.3% |
| All | +196.3% | +56.8% | +139.5% | +76.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling