+604.5%
TDG vs MTSI
+465.0%
+139.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.6% | +6.8% | +2.3% |
| 7D | +1.7% | +10.0% | -8.3% | -0.5% |
| 30D | +9.7% | -20.3% | +30.0% | +13.3% |
| 3M | -2.3% | -24.4% | +22.1% | +1.1% |
| 6M | +1.3% | -39.2% | +40.5% | +8.1% |
| YTD | -8.5% | +35.5% | -44.0% | -19.9% |
| 1Y | -8.1% | +43.0% | -51.2% | -20.8% |
| 3Y | +43.4% | +196.3% | -152.9% | -1.0% |
| 5Y | +127.8% | +210.0% | -82.3% | +51.8% |
| All | +604.5% | +465.0% | +139.4% | +235.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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