+196.3%
MTSI vs MKC
-21.4%
+217.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.2% | -6.8% | -5.2% |
| 7D | +10.0% | -3.0% | +13.0% | +8.9% |
| 30D | -20.3% | +4.8% | -25.2% | -18.8% |
| 3M | -24.4% | -12.8% | -11.6% | -25.8% |
| 6M | -39.2% | +5.0% | -44.2% | -38.3% |
| YTD | +35.5% | -29.1% | +64.5% | +34.2% |
| 1Y | +43.0% | -26.4% | +69.4% | +42.1% |
| 3Y | +196.3% | -21.6% | +217.9% | +189.5% |
| All | +196.3% | -21.4% | +217.7% | +189.5% |
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