+1,208.8%
MTSI vs TDY
+937.3%
+271.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.0% | +3.1% |
| 7D | +1.4% | -1.8% | +3.2% | +2.7% |
| 30D | +2.1% | -10.7% | +12.8% | +11.0% |
| 3M | -29.7% | -1.3% | -28.4% | -28.3% |
| 6M | +12.5% | -10.6% | +23.1% | +22.9% |
| YTD | +57.0% | +19.6% | +37.5% | +39.3% |
| 1Y | +103.9% | +11.6% | +92.3% | +89.0% |
| 3Y | +223.6% | +45.2% | +178.4% | +148.4% |
| 5Y | +321.6% | +36.1% | +285.5% | +236.7% |
| 10Y | +517.7% | +458.8% | +58.9% | +69.5% |
| All | +1,208.8% | +937.3% | +271.5% | +149.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling