+43.8%
MTSI vs TDY
+25.8%
+18.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.0% |
| 7D | +29.1% | +9.4% | +19.7% | +17.7% |
| 30D | -20.4% | +5.9% | -26.4% | -23.9% |
| 3M | -20.9% | -5.7% | -15.2% | -15.8% |
| 6M | -32.3% | +2.4% | -34.7% | -32.0% |
| YTD | +43.5% | +26.8% | +16.7% | +26.8% |
| 1Y | +43.8% | +24.7% | +19.1% | +29.2% |
| All | +43.8% | +25.8% | +18.0% | +29.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling