-35.6%
DKNG vs MTSI
+43.9%
-79.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -1.0% | -2.8% |
| 7D | -18.7% | +29.1% | -47.8% | -15.7% |
| 30D | -3.0% | -20.4% | +17.4% | -2.6% |
| 3M | -25.0% | -20.9% | -4.1% | -24.0% |
| 6M | -22.3% | -32.3% | +9.9% | -22.3% |
| YTD | -44.5% | +43.5% | -88.0% | -43.9% |
| All | -35.6% | +43.9% | -79.5% | -35.0% |
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