-30.1%
MTSI vs MKC
-7.5%
-22.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -3.3% | +14.2% | +6.8% |
| 7D | -10.0% | +2.3% | -12.3% | -7.0% |
| 30D | -37.2% | +8.1% | -45.3% | -29.9% |
| 3M | -30.1% | -6.4% | -23.6% | -30.9% |
| All | -30.1% | -7.5% | -22.5% | -30.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling