+113.5%
TDG vs MTSI
+183.3%
-69.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +10.8% | -10.2% | -1.4% |
| 7D | +4.4% | -10.0% | +14.4% | +5.9% |
| 30D | +9.2% | -37.2% | +46.4% | +18.2% |
| 3M | -5.2% | -30.1% | +24.9% | -0.5% |
| 6M | -2.9% | -31.9% | +29.0% | +0.2% |
| YTD | -10.0% | +23.2% | -33.2% | -21.6% |
| 1Y | -5.9% | +26.4% | -32.3% | -19.0% |
| 3Y | +57.6% | +186.2% | -128.6% | -5.0% |
| All | +113.5% | +183.3% | -69.8% | +16.7% |
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