-48.1%
DKNG vs MTSI
+108.0%
-156.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.8% | +5.0% | +0.2% |
| 7D | -2.0% | +4.8% | -6.8% | -1.9% |
| 30D | -6.4% | -9.2% | +2.7% | -6.3% |
| 3M | -17.6% | -23.1% | +5.5% | -17.8% |
| 6M | -5.7% | +23.5% | -29.2% | -10.4% |
| YTD | -31.2% | +59.1% | -90.3% | -37.8% |
| 1Y | -48.1% | +106.9% | -154.9% | -57.0% |
| All | -48.1% | +108.0% | -156.1% | -57.0% |
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 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