+43.8%
MTSI vs MKC
-27.0%
+70.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -2.3% |
| 7D | +29.1% | -7.3% | +36.4% | +23.5% |
| 30D | -20.4% | +4.0% | -24.4% | -17.9% |
| 3M | -20.9% | -11.5% | -9.5% | -23.7% |
| 6M | -32.3% | +1.1% | -33.3% | -31.3% |
| YTD | +43.5% | -29.9% | +73.4% | +41.0% |
| 1Y | +43.8% | -27.0% | +70.8% | +45.0% |
| All | +43.8% | -27.0% | +70.8% | +45.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling