+320.4%
MTSI vs TD
+124.9%
+195.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.4% | +4.8% | +4.4% |
| 7D | +1.4% | +0.3% | +1.1% | +1.1% |
| 30D | +2.1% | +0.4% | +1.7% | +2.1% |
| 3M | -29.7% | +7.6% | -37.4% | -32.7% |
| 6M | +12.5% | +25.0% | -12.5% | -1.9% |
| YTD | +57.0% | +31.0% | +26.0% | +32.7% |
| 1Y | +103.9% | +65.2% | +38.7% | +49.3% |
| 3Y | +223.6% | +122.5% | +101.1% | +92.7% |
| All | +320.4% | +124.9% | +195.4% | +147.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling