+186.2%
MTSI vs TD
+129.3%
+56.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.6% | +11.4% | +11.2% |
| 7D | -10.0% | -1.7% | -8.3% | -8.4% |
| 30D | -37.2% | +8.2% | -45.4% | -39.9% |
| 3M | -30.1% | +1.7% | -31.8% | -30.2% |
| 6M | -31.9% | +14.2% | -46.1% | -36.4% |
| YTD | +23.2% | +32.8% | -9.6% | +5.9% |
| 1Y | +26.4% | +55.5% | -29.1% | +0.1% |
| 3Y | +186.2% | +129.6% | +56.5% | +80.7% |
| All | +186.2% | +129.3% | +56.8% | +80.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling