+512.7%
MTSI vs MKC
+25.5%
+487.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.5% | +9.9% | +10.3% |
| 7D | +7.2% | -7.0% | +14.2% | +8.0% |
| 30D | -18.4% | +4.1% | -22.5% | -19.2% |
| 3M | -16.7% | -10.3% | -6.4% | -15.8% |
| 6M | -31.7% | +1.7% | -33.4% | -33.1% |
| YTD | +45.9% | -29.1% | +75.0% | +54.0% |
| 1Y | +47.0% | -26.0% | +73.0% | +53.4% |
| 3Y | +224.1% | -21.5% | +245.5% | +222.5% |
| 5Y | +238.5% | -35.0% | +273.6% | +244.8% |
| 10Y | +512.7% | +25.6% | +487.1% | +394.6% |
| All | +512.7% | +25.5% | +487.2% | +394.6% |
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