+186.2%
MTSI vs MKC
-18.6%
+204.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -3.3% | +14.2% | +9.8% |
| 7D | -10.0% | +2.3% | -12.3% | -9.2% |
| 30D | -37.2% | +8.1% | -45.3% | -35.3% |
| 3M | -30.1% | -6.4% | -23.6% | -30.1% |
| 6M | -31.9% | +1.8% | -33.7% | -30.6% |
| YTD | +23.2% | -26.9% | +50.1% | +23.3% |
| 1Y | +26.4% | -21.7% | +48.1% | +27.0% |
| 3Y | +186.2% | -18.7% | +204.9% | +178.1% |
| All | +186.2% | -18.6% | +204.7% | +178.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling