+111.0%
MTSI vs TD
+63.7%
+47.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +3.1% |
| 7D | +4.9% | +0.9% | +4.0% | +3.8% |
| 30D | -11.6% | -0.7% | -10.9% | -10.7% |
| 3M | -24.1% | +6.3% | -30.3% | -27.4% |
| 6M | +32.4% | +27.9% | +4.5% | +9.8% |
| YTD | +60.4% | +29.8% | +30.6% | +32.0% |
| 1Y | +111.0% | +63.7% | +47.3% | +54.9% |
| All | +111.0% | +63.7% | +47.2% | +54.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling