+1,208.8%
MTSI vs MDY
+357.7%
+851.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.3% | +3.3% |
| 7D | +1.4% | +0.1% | +1.2% | +1.2% |
| 30D | +2.1% | -1.5% | +3.6% | +4.5% |
| 3M | -29.7% | +0.8% | -30.5% | -29.4% |
| 6M | +12.5% | +7.4% | +5.1% | +4.8% |
| YTD | +57.0% | +15.2% | +41.8% | +33.3% |
| 1Y | +103.9% | +16.5% | +87.4% | +71.2% |
| 3Y | +223.6% | +46.8% | +176.8% | +106.3% |
| 5Y | +321.6% | +46.0% | +275.5% | +175.2% |
| 10Y | +517.7% | +172.1% | +345.6% | +97.7% |
| All | +1,208.8% | +357.7% | +851.1% | +157.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling