+926.7%
MTSI vs MKC
+153.9%
+772.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -3.3% | +14.2% | +11.4% |
| 7D | -10.0% | +2.3% | -12.3% | -10.5% |
| 30D | -37.2% | +8.1% | -45.3% | -38.4% |
| 3M | -30.1% | -6.4% | -23.6% | -29.7% |
| 6M | -31.9% | +1.8% | -33.7% | -33.4% |
| YTD | +23.2% | -26.9% | +50.1% | +30.5% |
| 1Y | +26.4% | -21.7% | +48.1% | +31.0% |
| 3Y | +186.2% | -18.7% | +204.9% | +183.7% |
| 5Y | +187.0% | -32.8% | +219.9% | +192.7% |
| 10Y | +460.4% | +27.0% | +433.4% | +323.4% |
| All | +926.7% | +153.9% | +772.8% | +360.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling