+564.3%
MTSI vs TDY
+479.2%
+85.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.1% |
| 7D | +2.2% | -1.1% | +3.3% | +2.9% |
| 30D | -11.5% | -12.0% | +0.5% | -3.1% |
| 3M | -26.6% | -3.2% | -23.4% | -24.4% |
| 6M | +23.5% | -7.9% | +31.4% | +31.8% |
| YTD | +60.5% | +18.2% | +42.3% | +43.9% |
| 1Y | +109.7% | +6.7% | +103.1% | +101.1% |
| 3Y | +247.8% | +47.5% | +200.3% | +166.2% |
| 5Y | +328.4% | +39.5% | +288.9% | +239.3% |
| All | +564.3% | +479.2% | +85.1% | +118.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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