+135.5%
TDG vs MTSI
+331.9%
-196.4%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.6% | -1.9% |
| 7D | -0.9% | +4.9% | -5.8% | -1.9% |
| 30D | -6.5% | -11.6% | +5.1% | -4.4% |
| 3M | -5.1% | -24.1% | +19.0% | -0.6% |
| 6M | -11.5% | +32.4% | -44.0% | -20.6% |
| YTD | -13.9% | +60.4% | -74.3% | -27.3% |
| 1Y | -11.5% | +111.0% | -122.4% | -31.7% |
| 3Y | +53.7% | +246.1% | -192.5% | -6.9% |
| 5Y | +135.5% | +340.3% | -204.8% | +23.0% |
| All | +135.5% | +331.9% | -196.4% | +23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling