+477.8%
MTSI vs TD
+303.3%
+174.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.3% |
| 7D | -3.8% | -0.7% | -3.1% | -2.7% |
| 30D | -31.4% | +7.6% | -39.0% | -35.0% |
| 3M | -23.8% | +3.0% | -26.8% | -25.1% |
| 6M | -37.1% | +16.8% | -53.9% | -43.8% |
| YTD | +32.2% | +34.3% | -2.1% | +5.7% |
| 1Y | +26.9% | +56.0% | -29.0% | -9.6% |
| 3Y | +193.7% | +132.4% | +61.4% | +49.5% |
| 5Y | +218.0% | +103.7% | +114.4% | +77.6% |
| 10Y | +477.8% | +299.2% | +178.6% | +128.8% |
| All | +477.8% | +303.3% | +174.5% | +128.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 10y: compounded portfolio wealth divided by compounded TD 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…
10y analysis · Full analysis span regression · 6 months rolling