+1,208.8%
MTSI vs TD
+411.4%
+797.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.4% | +4.8% | +4.5% |
| 7D | +1.4% | +0.3% | +1.1% | +1.0% |
| 30D | +2.1% | +0.4% | +1.7% | +2.1% |
| 3M | -29.7% | +7.6% | -37.4% | -33.4% |
| 6M | +12.5% | +25.0% | -12.5% | -4.8% |
| YTD | +57.0% | +31.0% | +26.0% | +27.6% |
| 1Y | +103.9% | +65.2% | +38.7% | +38.3% |
| 3Y | +223.6% | +122.5% | +101.1% | +69.5% |
| 5Y | +321.6% | +124.8% | +196.8% | +115.0% |
| 10Y | +517.7% | +298.2% | +219.5% | +100.1% |
| All | +1,208.8% | +411.4% | +797.3% | +246.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling