+555.9%
TDG vs MTSI
+512.4%
+43.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +9.0% | -7.2% | 0.0% |
| 7D | +0.4% | +3.5% | -3.1% | -0.9% |
| 30D | +10.0% | -30.3% | +40.3% | +17.0% |
| 3M | -0.5% | -26.0% | +25.5% | +3.5% |
| 6M | +0.3% | -36.1% | +36.4% | +5.9% |
| YTD | -8.3% | +34.3% | -42.6% | -19.6% |
| 1Y | -5.1% | +35.3% | -40.4% | -17.2% |
| 3Y | +46.5% | +217.6% | -171.1% | -0.5% |
| 5Y | +114.1% | +210.1% | -96.0% | +42.7% |
| 10Y | +555.9% | +471.4% | +84.5% | +204.4% |
| All | +555.9% | +512.4% | +43.6% | +204.4% |
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