-49.3%
DKNG vs MTSI
+105.1%
-154.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.5% | -4.2% | -0.7% |
| 7D | -4.9% | +1.4% | -6.3% | -4.9% |
| 30D | +10.3% | +2.1% | +8.3% | +10.6% |
| 3M | -5.4% | -29.7% | +24.4% | -5.2% |
| 6M | -5.6% | +12.5% | -18.1% | -9.9% |
| YTD | -30.3% | +57.0% | -87.3% | -37.1% |
| 1Y | -49.3% | +103.9% | -153.3% | -58.4% |
| All | -49.3% | +105.1% | -154.4% | -58.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling