+12.5%
MTSI vs TDY
-11.1%
+23.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.0% | +2.9% |
| 7D | +1.4% | -1.8% | +3.2% | +3.8% |
| 30D | +2.1% | -10.7% | +12.8% | +18.0% |
| 3M | -29.7% | -1.3% | -28.4% | -26.5% |
| 6M | +12.5% | -10.6% | +23.1% | +35.7% |
| All | +12.5% | -11.1% | +23.6% | +35.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling