+1,029.2%
MTSI vs TDY
+993.5%
+35.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.6% | -5.0% | -5.1% |
| 7D | +10.0% | +4.1% | +5.9% | +7.1% |
| 30D | -20.3% | +5.7% | -26.1% | -22.6% |
| 3M | -24.4% | -4.4% | -20.0% | -20.8% |
| 6M | -39.2% | +1.2% | -40.4% | -38.3% |
| YTD | +35.5% | +26.0% | +9.4% | +17.2% |
| 1Y | +43.0% | +27.4% | +15.7% | +22.8% |
| 3Y | +196.3% | +67.5% | +128.7% | +108.1% |
| 5Y | +210.0% | +44.9% | +165.2% | +140.5% |
| 10Y | +469.1% | +440.9% | +28.1% | +63.0% |
| All | +1,029.2% | +993.5% | +35.8% | +110.1% |
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