+539.5%
MTSI vs MKC
+26.1%
+513.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.2% |
| 7D | +4.9% | -4.3% | +9.2% | +5.6% |
| 30D | -11.6% | -2.0% | -9.6% | -11.5% |
| 3M | -24.1% | +10.0% | -34.1% | -26.0% |
| 6M | +32.4% | -18.5% | +51.0% | +37.4% |
| YTD | +60.4% | -22.4% | +82.9% | +67.9% |
| 1Y | +111.0% | -23.6% | +134.6% | +120.9% |
| 3Y | +246.1% | -30.4% | +276.6% | +265.4% |
| 5Y | +340.3% | -34.2% | +374.5% | +359.1% |
| 10Y | +539.5% | +26.8% | +512.7% | +419.1% |
| All | +539.5% | +26.1% | +513.4% | +419.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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